+41.3%
ICE vs EME
+240.3%
-199.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | -0.9% | +2.7% | -3.6% | -1.0% |
| 30D | +4.0% | -6.8% | +10.8% | +4.2% |
| 3M | +11.0% | -8.8% | +19.8% | +11.2% |
| 6M | -5.0% | +5.0% | -9.9% | -5.8% |
| YTD | -2.7% | +23.5% | -26.2% | -5.3% |
| 1Y | -8.6% | +21.3% | -29.9% | -11.4% |
| All | +41.3% | +240.3% | -199.1% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling