+2,316.3%
ICE vs ETR
+610.7%
+1,705.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.8% |
| 7D | -0.7% | +1.4% | -2.1% | -1.4% |
| 30D | +7.6% | +1.0% | +6.6% | +7.0% |
| 3M | +13.9% | -1.3% | +15.2% | +14.3% |
| 6M | -2.4% | +1.9% | -4.2% | -4.3% |
| YTD | +0.3% | +18.2% | -17.9% | -9.8% |
| 1Y | -6.4% | +24.7% | -31.1% | -18.6% |
| 3Y | +43.1% | +150.7% | -107.6% | -20.0% |
| 5Y | +42.1% | +127.0% | -84.9% | -17.7% |
| 10Y | +220.9% | +295.5% | -74.5% | +18.0% |
| All | +2,316.3% | +610.7% | +1,705.5% | +509.3% |
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