+439.6%
ICE vs ESI
+207.0%
+232.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +1.8% |
| 7D | +3.2% | +1.8% | +1.4% | +2.9% |
| 30D | +14.7% | -6.6% | +21.3% | +15.5% |
| 3M | +19.8% | -9.4% | +29.2% | +20.9% |
| 6M | +15.2% | -24.1% | +39.4% | +18.6% |
| YTD | +12.7% | +37.1% | -24.5% | +3.4% |
| 1Y | +20.4% | +24.5% | -4.1% | +12.3% |
| 3Y | +70.8% | +83.2% | -12.4% | +45.9% |
| 5Y | +43.9% | +44.0% | 0.0% | +26.6% |
| 10Y | +264.8% | +332.8% | -68.1% | +161.4% |
| All | +439.6% | +207.0% | +232.7% | +315.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling