-9.5%
ICE vs EMR
+15.3%
-24.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.8% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | +4.0% | -6.8% | +10.8% | +4.5% |
| 3M | +13.7% | +7.5% | +6.2% | +12.8% |
| 6M | +0.9% | +9.9% | -8.9% | -0.2% |
| YTD | -2.1% | +16.0% | -18.1% | -4.0% |
| 1Y | -9.5% | +12.4% | -22.0% | -12.7% |
| All | -9.5% | +15.3% | -24.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling