+42.1%
ICE vs EL
-34.0%
+76.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -2.4% | -6.5% | +4.1% | -1.9% |
| 30D | +4.0% | +11.1% | -7.1% | +3.0% |
| 3M | +13.7% | +10.7% | +3.0% | +12.5% |
| 6M | +0.9% | +6.9% | -5.9% | -0.1% |
| YTD | -2.1% | -6.3% | +4.2% | -2.6% |
| 1Y | -9.5% | +13.5% | -23.0% | -11.7% |
| 3Y | +42.1% | -33.1% | +75.1% | +47.2% |
| All | +42.1% | -34.0% | +76.1% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling