+215.7%
ICE vs ELF
+317.0%
-101.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | -0.9% | -6.8% | +5.9% | -0.3% |
| 30D | +4.0% | +5.1% | -1.1% | +3.5% |
| 3M | +11.0% | +79.8% | -68.8% | +5.8% |
| 6M | -5.0% | +29.7% | -34.7% | -7.4% |
| YTD | -2.7% | +31.6% | -34.3% | -5.6% |
| 1Y | -8.6% | -27.9% | +19.3% | -7.9% |
| 3Y | +41.4% | -26.4% | +67.8% | +36.8% |
| 5Y | +39.9% | +235.6% | -195.8% | +12.1% |
| All | +215.7% | +317.0% | -101.3% | +132.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling