+2,573.8%
ICE vs EL
+788.2%
+1,785.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | +2.2% | +2.7% | -0.4% | +1.3% |
| 30D | +13.7% | +10.8% | +2.9% | +9.5% |
| 3M | +17.9% | +26.5% | -8.5% | +7.5% |
| 6M | +15.0% | +31.1% | -16.2% | +2.9% |
| YTD | +10.9% | +6.6% | +4.3% | +3.8% |
| 1Y | +17.0% | +21.8% | -4.8% | +3.8% |
| 3Y | +68.2% | +1.8% | +66.4% | +45.0% |
| 5Y | +40.4% | -65.6% | +106.0% | +86.3% |
| 10Y | +259.3% | +60.3% | +198.9% | +97.6% |
| All | +2,573.8% | +788.2% | +1,785.7% | +413.5% |
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