+264.8%
ICE vs EL
+63.7%
+201.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +3.2% | +0.3% | +3.0% | +3.2% |
| 30D | +14.7% | +12.3% | +2.4% | +11.9% |
| 3M | +19.8% | +28.4% | -8.6% | +13.2% |
| 6M | +15.2% | +36.7% | -21.5% | +7.2% |
| YTD | +12.7% | +8.4% | +4.3% | +8.3% |
| 1Y | +20.4% | +25.4% | -5.0% | +11.7% |
| 3Y | +70.8% | +3.4% | +67.3% | +57.1% |
| 5Y | +43.9% | -64.8% | +108.7% | +81.1% |
| 10Y | +264.8% | +63.0% | +201.8% | +192.9% |
| All | +264.8% | +63.7% | +201.1% | +192.9% |
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