+213.7%
ICE vs ELV
+278.6%
-64.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -0.8% |
| 7D | -2.4% | +2.8% | -5.1% | -3.1% |
| 30D | +4.0% | +4.9% | -0.9% | +2.7% |
| 3M | +13.7% | +4.9% | +8.8% | +11.9% |
| 6M | +0.9% | +45.1% | -44.1% | -8.8% |
| YTD | -2.1% | +20.7% | -22.8% | -7.9% |
| 1Y | -9.5% | +35.0% | -44.5% | -17.7% |
| 3Y | +42.1% | -2.4% | +44.5% | +37.8% |
| 5Y | +41.4% | +25.5% | +15.9% | +24.0% |
| All | +213.7% | +278.6% | -64.9% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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