-8.4%
ICE vs EXEL
+50.0%
-58.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -5.3% | -2.9% | -2.5% | -5.3% |
| 30D | +3.0% | +11.9% | -8.9% | +2.7% |
| 3M | +11.4% | +9.2% | +2.2% | +11.2% |
| 6M | -2.0% | +39.1% | -41.1% | -3.6% |
| YTD | -3.1% | +31.0% | -34.2% | -4.3% |
| 1Y | -8.4% | +52.3% | -60.7% | -11.4% |
| All | -8.4% | +50.0% | -58.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling