+70.5%
ICE vs ELF
+24.2%
+46.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.6% | +0.2% |
| 7D | +3.6% | +1.6% | +2.0% | +3.6% |
| 30D | +15.1% | +9.1% | +6.0% | +14.7% |
| 3M | +15.4% | +28.2% | -12.8% | +14.3% |
| 6M | +16.1% | +119.5% | -103.4% | +12.9% |
| YTD | +11.4% | +55.2% | -43.8% | +9.2% |
| 1Y | +18.5% | +58.6% | -40.1% | +16.0% |
| 3Y | +70.5% | +21.3% | +49.3% | +55.3% |
| All | +70.5% | +24.2% | +46.3% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling