+42.5%
ICE vs EXE
+21.0%
+21.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | +5.0% | +6.4% | -1.4% | +4.2% |
| 3M | +13.9% | +9.2% | +4.6% | +12.5% |
| 6M | -4.4% | -7.0% | +2.6% | -3.9% |
| YTD | -1.9% | -9.5% | +7.5% | -1.1% |
| 1Y | -8.1% | +6.2% | -14.3% | -9.9% |
| 3Y | +42.5% | +20.7% | +21.8% | +38.5% |
| All | +42.5% | +21.0% | +21.5% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling