-6.4%
ICE vs ESI
+44.5%
-51.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -5.0% | -1.8% |
| 7D | -0.7% | +3.3% | -4.0% | -0.4% |
| 30D | +7.6% | -5.9% | +13.5% | +7.2% |
| 3M | +13.9% | -14.1% | +28.0% | +12.7% |
| 6M | -2.4% | +6.6% | -8.9% | -4.0% |
| YTD | +0.3% | +45.0% | -44.8% | -5.2% |
| 1Y | -6.4% | +41.5% | -47.9% | -12.3% |
| All | -6.4% | +44.5% | -51.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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