+2,316.3%
ICE vs EXEL
+608.4%
+1,707.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.7% | +8.4% | -9.0% | -2.1% |
| 30D | +7.6% | +4.1% | +3.5% | +6.7% |
| 3M | +13.9% | +12.4% | +1.5% | +11.3% |
| 6M | -2.4% | +41.5% | -43.9% | -8.9% |
| YTD | +0.3% | +34.6% | -34.4% | -5.9% |
| 1Y | -6.4% | +57.9% | -64.3% | -15.0% |
| 3Y | +43.1% | +159.5% | -116.4% | +15.4% |
| 5Y | +42.1% | +198.5% | -156.4% | +9.8% |
| 10Y | +220.9% | +411.4% | -190.4% | +97.0% |
| All | +2,316.3% | +608.4% | +1,707.9% | +652.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling