-8.4%
ICE vs ESI
+34.0%
-42.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.8% |
| 7D | -5.3% | -2.3% | -3.0% | -5.5% |
| 30D | +3.0% | -9.0% | +12.1% | +2.4% |
| 3M | +11.4% | -13.3% | +24.7% | +9.7% |
| 6M | -2.0% | +5.3% | -7.3% | -4.3% |
| YTD | -3.1% | +37.6% | -40.7% | -8.8% |
| 1Y | -8.4% | +33.6% | -42.0% | -14.1% |
| All | -8.4% | +34.0% | -42.4% | -14.1% |
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