+51.3%
ICE vs EXE
+182.2%
-130.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | -2.4% | -3.1% | +0.8% | -2.0% |
| 30D | +4.0% | -0.9% | +4.9% | +4.1% |
| 3M | +13.7% | +9.6% | +4.1% | +12.2% |
| 6M | +0.9% | -11.6% | +12.5% | +2.3% |
| YTD | -2.1% | -12.6% | +10.4% | -0.9% |
| 1Y | -9.5% | +1.2% | -10.7% | -10.4% |
| 3Y | +42.1% | +18.0% | +24.0% | +37.1% |
| 5Y | +41.4% | +101.1% | -59.7% | +30.9% |
| All | +51.3% | +182.2% | -130.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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