+213.7%
ICE vs EME
+1,362.1%
-1,148.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.2% |
| 7D | -2.4% | +3.5% | -5.9% | -3.1% |
| 30D | +4.0% | -6.3% | +10.3% | +5.2% |
| 3M | +13.7% | -3.8% | +17.4% | +13.5% |
| 6M | +0.9% | +8.5% | -7.6% | -2.4% |
| YTD | -2.1% | +27.8% | -29.9% | -9.4% |
| 1Y | -9.5% | +22.2% | -31.7% | -16.3% |
| 3Y | +42.1% | +253.5% | -211.4% | -6.0% |
| 5Y | +41.4% | +578.6% | -537.2% | -24.5% |
| All | +213.7% | +1,362.1% | -1,148.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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