+2,516.3%
ICE vs EL
+809.5%
+1,706.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.1% |
| 7D | +1.0% | +8.0% | -7.0% | -1.7% |
| 30D | +11.4% | +15.4% | -4.0% | +5.8% |
| 3M | +16.2% | +28.5% | -12.3% | +5.3% |
| 6M | +12.5% | +32.2% | -19.8% | +0.3% |
| YTD | +8.6% | +9.2% | -0.6% | +0.7% |
| 1Y | +18.4% | +30.8% | -12.4% | +2.3% |
| 3Y | +66.4% | +3.7% | +62.7% | +42.6% |
| 5Y | +37.2% | -64.8% | +102.0% | +80.7% |
| 10Y | +244.8% | +60.0% | +184.8% | +90.7% |
| All | +2,516.3% | +809.5% | +1,706.8% | +398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling