+263.5%
ICE vs ES
+96.6%
+166.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | +2.2% | -1.1% | +3.3% | +2.6% |
| 30D | +13.7% | +8.2% | +5.5% | +10.6% |
| 3M | +17.9% | +0.6% | +17.3% | +17.5% |
| 6M | +15.0% | +6.0% | +9.0% | +12.4% |
| YTD | +10.9% | +9.3% | +1.6% | +6.7% |
| 1Y | +17.0% | +1.1% | +15.9% | +15.2% |
| 3Y | +68.2% | +51.9% | +16.3% | +38.5% |
| 5Y | +40.4% | +6.5% | +34.0% | +32.4% |
| All | +263.5% | +96.6% | +166.9% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling