+41.3%
ICE vs ETR
+148.1%
-106.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -0.9% | +0.4% | -1.2% | -0.9% |
| 30D | +4.0% | +2.0% | +1.9% | +3.7% |
| 3M | +11.0% | -1.7% | +12.7% | +11.1% |
| 6M | -5.0% | +3.6% | -8.5% | -5.5% |
| YTD | -2.7% | +18.0% | -20.7% | -5.2% |
| 1Y | -8.6% | +26.2% | -34.9% | -12.0% |
| All | +41.3% | +148.1% | -106.8% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling