+40.6%
ICE vs EL
-67.4%
+108.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -1.2% | +1.7% | -2.8% | -1.4% |
| 30D | +5.0% | +15.5% | -10.5% | +2.5% |
| 3M | +13.9% | +20.6% | -6.7% | +10.5% |
| 6M | -4.4% | +10.5% | -14.9% | -6.5% |
| YTD | -1.9% | -1.9% | 0.0% | -3.1% |
| 1Y | -8.1% | +16.1% | -24.2% | -12.1% |
| 3Y | +42.5% | -30.2% | +72.7% | +46.7% |
| 5Y | +40.6% | -67.4% | +108.0% | +83.7% |
| All | +40.6% | -67.4% | +108.0% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling