+217.4%
ICE vs EXC
+153.8%
+63.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -1.2% | +1.2% | -2.4% | -1.6% |
| 30D | +5.0% | -2.7% | +7.7% | +6.0% |
| 3M | +13.9% | -1.0% | +14.8% | +14.2% |
| 6M | -4.4% | -9.3% | +4.9% | -1.1% |
| YTD | -1.9% | +3.6% | -5.5% | -3.8% |
| 1Y | -8.1% | +5.9% | -14.0% | -10.8% |
| 3Y | +42.5% | +21.3% | +21.2% | +29.4% |
| 5Y | +40.6% | +46.2% | -5.5% | +16.8% |
| All | +217.4% | +153.8% | +63.6% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling