+43.8%
ICE vs EW
-25.9%
+69.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | +7.6% | +1.0% | +6.6% | +7.3% |
| 3M | +13.9% | +2.8% | +11.1% | +13.2% |
| 6M | -2.4% | +5.5% | -7.8% | -3.7% |
| YTD | +0.3% | +5.5% | -5.2% | -1.2% |
| 1Y | -6.4% | +11.0% | -17.5% | -9.0% |
| 3Y | +43.1% | +17.7% | +25.4% | +31.4% |
| All | +43.8% | -25.9% | +69.6% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling