+40.6%
ICE vs EFV
+88.2%
-47.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.3% | -2.0% | -3.3% | -4.4% |
| 30D | +3.0% | -0.2% | +3.2% | +3.1% |
| 3M | +11.4% | +9.1% | +2.3% | +7.1% |
| 6M | -2.0% | +11.7% | -13.7% | -7.2% |
| YTD | -3.1% | +17.0% | -20.2% | -10.8% |
| 1Y | -8.4% | +26.7% | -35.1% | -19.3% |
| All | +40.6% | +88.2% | -47.5% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling