+2,316.3%
ICE vs EMR
+643.2%
+1,673.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -3.0% |
| 7D | -0.7% | -1.5% | +0.9% | +0.1% |
| 30D | +7.6% | -5.6% | +13.2% | +10.8% |
| 3M | +13.9% | +7.9% | +6.0% | +7.9% |
| 6M | -2.4% | +6.0% | -8.4% | -7.9% |
| YTD | +0.3% | +16.4% | -16.2% | -11.0% |
| 1Y | -6.4% | +16.6% | -23.0% | -17.5% |
| 3Y | +43.1% | +62.9% | -19.8% | -1.9% |
| 5Y | +42.1% | +60.1% | -18.0% | -4.0% |
| 10Y | +220.9% | +268.8% | -47.8% | +6.4% |
| All | +2,316.3% | +643.2% | +1,673.0% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling