+2,516.3%
ICE vs ED
+527.7%
+1,988.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +16.2% | +10.5% | +5.6% | +9.6% |
| 6M | +12.5% | +13.2% | -0.7% | +4.6% |
| YTD | +8.6% | +22.1% | -13.6% | -4.0% |
| 1Y | +18.4% | +24.2% | -5.8% | +3.5% |
| 3Y | +66.4% | +46.9% | +19.5% | +29.0% |
| 5Y | +37.2% | +80.8% | -43.6% | -8.3% |
| 10Y | +244.8% | +134.3% | +110.6% | +69.1% |
| All | +2,516.3% | +527.7% | +1,988.5% | +341.5% |
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