+2,263.8%
ICE vs EME
+4,873.5%
-2,609.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -3.3% |
| 7D | -1.2% | +5.2% | -6.3% | -3.4% |
| 30D | +5.0% | -5.4% | +10.3% | +7.1% |
| 3M | +13.9% | -6.1% | +20.0% | +14.1% |
| 6M | -4.4% | +9.7% | -14.1% | -11.9% |
| YTD | -1.9% | +26.6% | -28.5% | -16.5% |
| 1Y | -8.1% | +24.6% | -32.7% | -23.1% |
| 3Y | +42.5% | +249.6% | -207.1% | -35.0% |
| 5Y | +40.6% | +556.6% | -515.9% | -55.7% |
| 10Y | +217.1% | +1,286.6% | -1,069.5% | -43.8% |
| All | +2,263.8% | +4,873.5% | -2,609.7% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling