+71.6%
ICE vs EXE
+163.0%
-91.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +2.2% | +3.6% | -1.3% | +1.8% |
| 30D | +13.7% | -4.3% | +18.0% | +14.3% |
| 3M | +17.9% | -7.7% | +25.6% | +19.0% |
| 6M | +15.0% | -7.2% | +22.2% | +15.8% |
| YTD | +10.9% | -18.5% | +29.5% | +13.3% |
| 1Y | +17.0% | -24.4% | +41.3% | +20.6% |
| 3Y | +68.2% | +21.6% | +46.6% | +61.5% |
| 5Y | +40.4% | +77.3% | -36.9% | +31.3% |
| All | +71.6% | +163.0% | -91.4% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling