+70.5%
ICE vs ENB
+72.2%
-1.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +3.6% | +3.1% | +0.5% | +2.6% |
| 30D | +15.1% | +2.1% | +13.0% | +14.3% |
| 3M | +15.4% | -4.4% | +19.8% | +16.9% |
| 6M | +16.1% | -10.1% | +26.2% | +20.0% |
| YTD | +11.4% | +5.2% | +6.2% | +8.3% |
| 1Y | +18.5% | +4.2% | +14.2% | +15.6% |
| 3Y | +70.5% | +70.1% | +0.5% | +45.9% |
| All | +70.5% | +72.2% | -1.6% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 3y: compounded portfolio wealth divided by compounded ENB 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…
3y analysis · Full analysis span regression · 6 months rolling