+213.7%
ICE vs EFV
+169.9%
+43.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | -2.4% | -0.8% | -1.6% | -1.9% |
| 30D | +4.0% | +0.6% | +3.4% | +3.6% |
| 3M | +13.7% | +7.5% | +6.1% | +8.6% |
| 6M | +0.9% | +13.0% | -12.1% | -6.9% |
| YTD | -2.1% | +18.3% | -20.5% | -12.6% |
| 1Y | -9.5% | +26.7% | -36.2% | -22.7% |
| 3Y | +42.1% | +89.6% | -47.5% | -7.5% |
| 5Y | +41.4% | +98.2% | -56.8% | -11.5% |
| All | +213.7% | +169.9% | +43.8% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling