+66.4%
ICE vs ED
+47.4%
+19.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +11.4% | +11.6% | -0.2% | +8.3% |
| 3M | +16.2% | +10.5% | +5.6% | +13.1% |
| 6M | +12.5% | +13.2% | -0.7% | +8.9% |
| YTD | +8.6% | +22.1% | -13.6% | +2.6% |
| 1Y | +18.4% | +24.2% | -5.8% | +11.2% |
| 3Y | +66.4% | +46.9% | +19.5% | +50.8% |
| All | +66.4% | +47.4% | +19.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling