+210.5%
ICE vs EL
+25.3%
+185.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -5.3% | -4.4% | -1.0% | -4.5% |
| 30D | +3.0% | +10.3% | -7.3% | +0.6% |
| 3M | +11.4% | +13.4% | -1.9% | +8.2% |
| 6M | -2.0% | +3.1% | -5.1% | -3.7% |
| YTD | -3.1% | -6.9% | +3.8% | -3.8% |
| 1Y | -8.4% | +11.9% | -20.3% | -13.2% |
| 3Y | +40.7% | -33.8% | +74.5% | +45.2% |
| 5Y | +40.0% | -69.0% | +108.9% | +79.7% |
| All | +210.5% | +25.3% | +185.2% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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