+43.9%
ICE vs EXE
+76.5%
-32.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | +3.2% | +1.5% | +1.7% | +3.0% |
| 30D | +14.7% | -0.2% | +14.9% | +14.7% |
| 3M | +19.8% | -9.2% | +29.0% | +21.4% |
| 6M | +15.2% | -7.2% | +22.5% | +16.2% |
| YTD | +12.7% | -18.3% | +30.9% | +15.4% |
| 1Y | +20.4% | -23.6% | +44.0% | +24.6% |
| 3Y | +70.8% | +21.9% | +48.8% | +62.1% |
| 5Y | +43.9% | +73.7% | -29.7% | +28.0% |
| All | +43.9% | +76.5% | -32.6% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling