+2,573.8%
ICE vs ETR
+641.7%
+1,932.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.2% | +1.5% | +0.7% | +1.4% |
| 30D | +13.7% | +6.6% | +7.1% | +9.9% |
| 3M | +17.9% | +4.4% | +13.5% | +15.0% |
| 6M | +15.0% | -0.3% | +15.2% | +14.5% |
| YTD | +10.9% | +23.3% | -12.4% | -2.5% |
| 1Y | +17.0% | +18.9% | -1.9% | +4.8% |
| 3Y | +68.2% | +155.5% | -87.3% | -6.7% |
| 5Y | +40.4% | +159.9% | -119.5% | -24.8% |
| 10Y | +259.3% | +377.6% | -118.3% | +16.4% |
| All | +2,573.8% | +641.7% | +1,932.1% | +558.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling