+40.6%
ICE vs ESI
+77.4%
-36.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.3% |
| 7D | -1.2% | +5.4% | -6.5% | -1.9% |
| 30D | +5.0% | -4.2% | +9.2% | +5.5% |
| 3M | +13.9% | -9.6% | +23.5% | +14.3% |
| 6M | -4.4% | +18.3% | -22.7% | -10.1% |
| YTD | -1.9% | +45.8% | -47.7% | -12.8% |
| 1Y | -8.1% | +39.2% | -47.3% | -17.8% |
| 3Y | +42.5% | +86.3% | -43.8% | +13.9% |
| 5Y | +40.6% | +76.2% | -35.6% | +9.5% |
| All | +40.6% | +77.4% | -36.8% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling