+66.4%
ICE vs EW
+57.6%
+8.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | +1.0% | +12.3% | -11.3% | -0.2% |
| 30D | +11.4% | +22.9% | -11.5% | +9.0% |
| 3M | +16.2% | +16.7% | -0.5% | +14.2% |
| 6M | +12.5% | +31.0% | -18.5% | +9.3% |
| YTD | +8.6% | +22.8% | -14.3% | +6.1% |
| 1Y | +18.4% | +25.6% | -7.2% | +15.4% |
| 3Y | +66.4% | +62.0% | +4.5% | +45.0% |
| All | +66.4% | +57.6% | +8.8% | +45.0% |
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