+55.1%
ICE vs EXE
+191.4%
-136.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.9% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +7.6% | +8.5% | -0.8% | +6.5% |
| 3M | +13.9% | +5.5% | +8.5% | +13.0% |
| 6M | -2.4% | -5.9% | +3.5% | -1.8% |
| YTD | +0.3% | -9.7% | +10.0% | +1.2% |
| 1Y | -6.4% | +3.6% | -10.0% | -7.6% |
| 3Y | +43.1% | +18.0% | +25.1% | +38.1% |
| 5Y | +42.1% | +109.4% | -67.3% | +31.0% |
| All | +55.1% | +191.4% | -136.3% | +41.9% |
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 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