+39.9%
ICE vs EXE
+100.7%
-60.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -0.9% | -2.7% | +1.9% | -0.5% |
| 30D | +4.0% | -0.4% | +4.3% | +4.0% |
| 3M | +11.0% | +9.5% | +1.5% | +9.5% |
| 6M | -5.0% | -9.3% | +4.4% | -3.9% |
| YTD | -2.7% | -10.9% | +8.2% | -1.6% |
| 1Y | -8.6% | +4.3% | -12.9% | -10.0% |
| 3Y | +41.4% | +18.8% | +22.5% | +35.7% |
| 5Y | +39.9% | +101.4% | -61.6% | +27.9% |
| All | +39.9% | +100.7% | -60.8% | +27.9% |
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