+213.7%
ICE vs ET
+177.0%
+36.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +4.0% | +2.9% | +1.1% | +3.4% |
| 3M | +13.7% | +16.8% | -3.1% | +10.2% |
| 6M | +0.9% | +18.9% | -17.9% | -2.6% |
| YTD | -2.1% | +37.7% | -39.8% | -8.3% |
| 1Y | -9.5% | +32.4% | -42.0% | -14.6% |
| 3Y | +42.1% | +99.5% | -57.4% | +22.6% |
| 5Y | +41.4% | +244.0% | -202.6% | +9.1% |
| All | +213.7% | +177.0% | +36.7% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling