+39.9%
ICE vs EXEL
+194.6%
-154.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.9% | -0.3% | -0.5% | -0.8% |
| 30D | +4.0% | +10.1% | -6.2% | +2.9% |
| 3M | +11.0% | +10.1% | +0.9% | +9.7% |
| 6M | -5.0% | +37.7% | -42.6% | -8.5% |
| YTD | -2.7% | +33.1% | -35.8% | -6.1% |
| 1Y | -8.6% | +52.4% | -61.0% | -13.5% |
| 3Y | +41.4% | +163.8% | -122.5% | +19.8% |
| 5Y | +39.9% | +198.5% | -158.7% | +15.0% |
| All | +39.9% | +194.6% | -154.7% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling