+2,489.8%
ICE vs EXC
+176.0%
+2,313.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.1% |
| 7D | +2.0% | -1.2% | +3.2% | +2.7% |
| 30D | +12.9% | +10.0% | +2.9% | +7.0% |
| 3M | +15.4% | +1.6% | +13.8% | +14.2% |
| 6M | +13.1% | +3.3% | +9.8% | +10.5% |
| YTD | +7.5% | +7.6% | -0.1% | +1.9% |
| 1Y | +18.3% | +3.5% | +14.9% | +14.5% |
| 3Y | +65.9% | +27.7% | +38.2% | +38.8% |
| 5Y | +35.2% | +41.1% | -5.9% | +3.7% |
| 10Y | +266.7% | +178.2% | +88.5% | +65.2% |
| All | +2,489.8% | +176.0% | +2,313.8% | +1,183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling