+17.0%
ICE vs ES
+1.3%
+15.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +2.2% | -1.1% | +3.3% | +2.3% |
| 30D | +13.7% | +8.2% | +5.5% | +12.8% |
| 3M | +17.9% | +0.6% | +17.3% | +17.5% |
| 6M | +15.0% | +6.0% | +9.0% | +14.7% |
| YTD | +10.9% | +9.3% | +1.6% | +10.7% |
| 1Y | +17.0% | +1.1% | +15.9% | +17.0% |
| All | +17.0% | +1.3% | +15.7% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling