+2,316.3%
ICE vs EW
+2,470.4%
-154.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +13.9% | +2.8% | +11.1% | +12.7% |
| 6M | -2.4% | +5.5% | -7.8% | -4.5% |
| YTD | +0.3% | +5.5% | -5.2% | -2.2% |
| 1Y | -6.4% | +11.0% | -17.5% | -10.4% |
| 3Y | +43.1% | +17.7% | +25.4% | +27.6% |
| 5Y | +42.1% | -25.7% | +67.9% | +45.4% |
| 10Y | +220.9% | +132.8% | +88.1% | +103.0% |
| All | +2,316.3% | +2,470.4% | -154.2% | +157.3% |
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