+39.9%
ICE vs EMR
+60.6%
-20.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | +4.0% | -5.0% | +8.9% | +5.3% |
| 3M | +11.0% | +5.9% | +5.0% | +8.7% |
| 6M | -5.0% | +7.3% | -12.3% | -7.7% |
| YTD | -2.7% | +14.6% | -17.3% | -7.8% |
| 1Y | -8.6% | +15.6% | -24.3% | -13.9% |
| 3Y | +41.4% | +60.2% | -18.8% | +14.7% |
| 5Y | +39.9% | +65.8% | -26.0% | +9.6% |
| All | +39.9% | +60.6% | -20.8% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling