+2,316.3%
ICE vs ED
+468.9%
+1,847.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.5% |
| 30D | +7.6% | -0.1% | +7.8% | +7.7% |
| 3M | +13.9% | +3.9% | +10.0% | +11.3% |
| 6M | -2.4% | -3.0% | +0.7% | -1.0% |
| YTD | +0.3% | +10.7% | -10.4% | -6.2% |
| 1Y | -6.4% | +13.3% | -19.8% | -13.9% |
| 3Y | +43.1% | +34.5% | +8.6% | +16.5% |
| 5Y | +42.1% | +67.1% | -25.0% | -1.1% |
| 10Y | +220.9% | +103.0% | +117.9% | +72.1% |
| All | +2,316.3% | +468.9% | +1,847.4% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling