-6.4%
ICE vs ELF
-17.5%
+11.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.0% |
| 7D | -0.7% | +5.4% | -6.0% | -0.7% |
| 30D | +7.6% | +27.0% | -19.4% | +7.4% |
| 3M | +13.9% | +113.2% | -99.3% | +13.5% |
| 6M | -2.4% | +36.6% | -38.9% | -3.1% |
| YTD | +0.3% | +44.2% | -44.0% | -0.4% |
| 1Y | -6.4% | -18.0% | +11.6% | -7.6% |
| All | -6.4% | -17.5% | +11.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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