+2,316.3%
ICE vs EVRG
+793.6%
+1,522.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -0.7% | +1.1% | -1.8% | -1.3% |
| 30D | +7.6% | -1.0% | +8.6% | +8.2% |
| 3M | +13.9% | +0.4% | +13.5% | +13.4% |
| 6M | -2.4% | -0.8% | -1.5% | -2.3% |
| YTD | +0.3% | +15.3% | -15.1% | -9.2% |
| 1Y | -6.4% | +17.9% | -24.3% | -16.6% |
| 3Y | +43.1% | +71.9% | -28.8% | -1.8% |
| 5Y | +42.1% | +45.3% | -3.1% | +6.6% |
| 10Y | +220.9% | +113.1% | +107.9% | +59.4% |
| All | +2,316.3% | +793.6% | +1,522.6% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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