+2,614.9%
ICE vs EW
+2,925.3%
-310.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.8% |
| 7D | +3.2% | +6.5% | -3.2% | +1.2% |
| 30D | +14.7% | +22.5% | -7.8% | +7.4% |
| 3M | +19.8% | +13.0% | +6.8% | +14.9% |
| 6M | +15.2% | +37.1% | -21.9% | +3.6% |
| YTD | +12.7% | +24.1% | -11.5% | +4.0% |
| 1Y | +20.4% | +24.2% | -3.8% | +11.1% |
| 3Y | +70.8% | +64.8% | +6.0% | +36.0% |
| 5Y | +43.9% | -7.4% | +51.4% | +36.8% |
| 10Y | +264.8% | +248.8% | +16.0% | +101.2% |
| All | +2,614.9% | +2,925.3% | -310.4% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling