+42.5%
ICE vs EW
+14.1%
+28.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -1.8% |
| 7D | -1.2% | -4.4% | +3.3% | -0.7% |
| 30D | +5.0% | -3.3% | +8.3% | +5.3% |
| 3M | +13.9% | +1.0% | +12.9% | +13.7% |
| 6M | -4.4% | +6.2% | -10.6% | -5.1% |
| YTD | -1.9% | +1.7% | -3.6% | -2.1% |
| 1Y | -8.1% | +8.1% | -16.2% | -9.0% |
| 3Y | +42.5% | +17.1% | +25.4% | +36.0% |
| All | +42.5% | +14.1% | +28.4% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling