+40.0%
ICE vs EME
+540.8%
-500.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | -5.3% | +0.9% | -6.3% | -5.4% |
| 30D | +3.0% | -8.4% | +11.4% | +3.9% |
| 3M | +11.4% | -3.6% | +15.0% | +11.2% |
| 6M | -2.0% | +3.6% | -5.6% | -3.6% |
| YTD | -3.1% | +22.5% | -25.6% | -7.7% |
| 1Y | -8.4% | +18.2% | -26.6% | -13.0% |
| 3Y | +40.7% | +238.4% | -197.6% | -2.5% |
| 5Y | +40.0% | +550.5% | -510.6% | -24.9% |
| All | +40.0% | +540.8% | -500.9% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling