+213.7%
ICE vs ESI
+312.8%
-99.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -2.4% | -4.6% | +2.2% | -1.5% |
| 30D | +4.0% | -10.5% | +14.5% | +6.2% |
| 3M | +13.7% | -19.8% | +33.5% | +17.7% |
| 6M | +0.9% | +5.8% | -4.9% | -3.1% |
| YTD | -2.1% | +38.3% | -40.4% | -12.7% |
| 1Y | -9.5% | +31.5% | -41.0% | -18.6% |
| 3Y | +42.1% | +80.7% | -38.6% | +14.6% |
| 5Y | +41.4% | +69.4% | -28.0% | +13.5% |
| All | +213.7% | +312.8% | -99.1% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling