+65.9%
ICE vs ES
+46.3%
+19.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.4% |
| 7D | +2.0% | +1.9% | +0.1% | +1.6% |
| 30D | +12.9% | +7.1% | +5.8% | +11.4% |
| 3M | +15.4% | -1.9% | +17.4% | +15.8% |
| 6M | +13.1% | +4.4% | +8.7% | +12.1% |
| YTD | +7.5% | +7.3% | +0.1% | +5.5% |
| 1Y | +18.3% | +2.1% | +16.2% | +17.0% |
| 3Y | +65.9% | +41.8% | +24.1% | +49.3% |
| All | +65.9% | +46.3% | +19.6% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling