+134.4%
ICE vs ESTC
+31.2%
+103.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.5% |
| 7D | -0.7% | -8.1% | +7.4% | +0.4% |
| 30D | +7.6% | +31.7% | -24.1% | +3.6% |
| 3M | +13.9% | +41.1% | -27.1% | +8.5% |
| 6M | -2.4% | +77.1% | -79.4% | -10.0% |
| YTD | +0.3% | +21.7% | -21.4% | -3.6% |
| 1Y | -6.4% | +8.4% | -14.8% | -9.1% |
| 3Y | +43.1% | +23.6% | +19.5% | +29.6% |
| 5Y | +42.1% | -46.5% | +88.6% | +38.2% |
| All | +134.4% | +31.2% | +103.2% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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