-8.4%
ICE vs EL
+11.6%
-20.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | -5.3% | -4.4% | -1.0% | -5.1% |
| 30D | +3.0% | +10.3% | -7.3% | +2.4% |
| 3M | +11.4% | +13.4% | -1.9% | +10.4% |
| 6M | -2.0% | +3.1% | -5.1% | -3.2% |
| YTD | -3.1% | -6.9% | +3.8% | -5.2% |
| 1Y | -8.4% | +11.9% | -20.3% | -12.2% |
| All | -8.4% | +11.6% | -20.0% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling