+380.3%
ICE vs ESI
+224.6%
+155.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -5.0% | -2.5% |
| 7D | -0.7% | +3.3% | -4.0% | -1.2% |
| 30D | +7.6% | -5.9% | +13.5% | +8.5% |
| 3M | +13.9% | -14.1% | +28.0% | +15.7% |
| 6M | -2.4% | +6.6% | -8.9% | -5.2% |
| YTD | +0.3% | +45.0% | -44.8% | -8.3% |
| 1Y | -6.4% | +41.5% | -47.9% | -14.3% |
| 3Y | +43.1% | +78.8% | -35.7% | +23.6% |
| 5Y | +42.1% | +70.9% | -28.8% | +22.1% |
| 10Y | +220.9% | +317.1% | -96.1% | +130.6% |
| All | +380.3% | +224.6% | +155.6% | +269.0% |
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 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