+264.8%
ICE vs ELF
+335.0%
-70.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.2% | +4.3% | -1.0% | +2.9% |
| 30D | +14.7% | +7.7% | +7.0% | +14.0% |
| 3M | +19.8% | +24.7% | -4.9% | +17.6% |
| 6M | +15.2% | +114.6% | -99.4% | +8.2% |
| YTD | +12.7% | +55.8% | -43.1% | +7.7% |
| 1Y | +20.4% | +51.9% | -31.5% | +15.2% |
| 3Y | +70.8% | +24.6% | +46.2% | +57.2% |
| 5Y | +43.9% | +279.2% | -235.3% | +13.7% |
| 10Y | +264.8% | +338.7% | -74.0% | +164.9% |
| All | +264.8% | +335.0% | -70.3% | +164.9% |
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