+40.3%
ICE vs EXEL
+283.4%
-243.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.5% |
| 7D | +3.2% | -2.4% | +5.6% | +3.4% |
| 30D | +12.9% | +17.9% | -5.0% | +11.0% |
| 3M | +17.5% | +33.3% | -15.7% | +14.1% |
| 6M | +14.0% | +46.6% | -32.6% | +9.3% |
| YTD | +10.0% | +61.0% | -51.0% | +4.0% |
| 1Y | +19.5% | +70.4% | -50.9% | +12.2% |
| 3Y | +66.8% | +236.1% | -169.3% | +36.9% |
| 5Y | +40.3% | +284.8% | -244.5% | +12.4% |
| All | +40.3% | +283.4% | -243.0% | +12.4% |
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 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