+39.9%
ICE vs ELF
+230.6%
-190.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | -0.9% | -6.8% | +5.9% | -0.4% |
| 30D | +4.0% | +5.1% | -1.1% | +3.6% |
| 3M | +11.0% | +79.8% | -68.8% | +6.5% |
| 6M | -5.0% | +29.7% | -34.7% | -7.0% |
| YTD | -2.7% | +31.6% | -34.3% | -5.3% |
| 1Y | -8.6% | -27.9% | +19.3% | -7.8% |
| 3Y | +41.4% | -26.4% | +67.8% | +35.7% |
| 5Y | +39.9% | +235.6% | -195.8% | -12.3% |
| All | +39.9% | +230.6% | -190.8% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling