+249.7%
ICE vs EW
+234.0%
+15.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +3.2% | +9.3% | -6.1% | +0.8% |
| 30D | +12.9% | +22.1% | -9.1% | +7.2% |
| 3M | +17.5% | +13.0% | +4.5% | +13.6% |
| 6M | +14.0% | +30.1% | -16.1% | +6.0% |
| YTD | +10.0% | +22.0% | -12.0% | +3.7% |
| 1Y | +19.5% | +23.7% | -4.2% | +12.2% |
| 3Y | +66.8% | +62.0% | +4.8% | +38.2% |
| 5Y | +40.3% | -12.4% | +52.8% | +38.2% |
| 10Y | +249.7% | +236.1% | +13.6% | +153.7% |
| All | +249.7% | +234.0% | +15.7% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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