+42.5%
ICE vs ESI
+82.9%
-40.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | -1.2% | +5.4% | -6.5% | -1.4% |
| 30D | +5.0% | -4.2% | +9.2% | +5.2% |
| 3M | +13.9% | -9.6% | +23.5% | +13.7% |
| 6M | -4.4% | +18.3% | -22.7% | -8.5% |
| YTD | -1.9% | +45.8% | -47.7% | -9.9% |
| 1Y | -8.1% | +39.2% | -47.3% | -15.1% |
| 3Y | +42.5% | +86.3% | -43.8% | +19.6% |
| All | +42.5% | +82.9% | -40.4% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling