+1,558.1%
ICE vs ET
+1,447.8%
+110.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +4.0% | +5.3% | -1.3% | +2.7% |
| 3M | +11.0% | +15.6% | -4.7% | +7.1% |
| 6M | -5.0% | +20.6% | -25.6% | -9.2% |
| YTD | -2.7% | +38.5% | -41.2% | -10.2% |
| 1Y | -8.6% | +35.7% | -44.3% | -15.3% |
| 3Y | +41.4% | +98.4% | -57.0% | +18.6% |
| 5Y | +39.9% | +245.3% | -205.4% | +1.5% |
| 10Y | +214.9% | +173.7% | +41.2% | +119.8% |
| All | +1,558.1% | +1,447.8% | +110.2% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling