+213.7%
ICE vs ETR
+296.9%
-83.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | +4.0% | -1.8% | +5.8% | +4.6% |
| 3M | +13.7% | -3.6% | +17.3% | +14.9% |
| 6M | +0.9% | +2.6% | -1.7% | -0.6% |
| YTD | -2.1% | +16.0% | -18.2% | -8.0% |
| 1Y | -9.5% | +20.1% | -29.6% | -16.2% |
| 3Y | +42.1% | +143.6% | -101.5% | -2.3% |
| 5Y | +41.4% | +124.4% | -83.0% | -0.5% |
| All | +213.7% | +296.9% | -83.2% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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