+2,573.8%
ICE vs EXEL
+738.4%
+1,835.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +2.2% | +1.6% | +0.6% | +1.9% |
| 30D | +13.7% | +17.4% | -3.7% | +10.4% |
| 3M | +17.9% | +38.6% | -20.7% | +11.0% |
| 6M | +15.0% | +41.2% | -26.2% | +7.5% |
| YTD | +10.9% | +59.3% | -48.4% | +1.0% |
| 1Y | +17.0% | +60.2% | -43.2% | +6.3% |
| 3Y | +68.2% | +232.6% | -164.4% | +29.7% |
| 5Y | +40.4% | +285.9% | -245.4% | +3.7% |
| 10Y | +259.3% | +325.9% | -66.6% | +132.7% |
| All | +2,573.8% | +738.4% | +1,835.4% | +707.0% |
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 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