+2,551.3%
ICE vs EXEL
+747.3%
+1,804.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.6% |
| 7D | +3.2% | -2.4% | +5.6% | +3.6% |
| 30D | +12.9% | +17.9% | -5.0% | +9.6% |
| 3M | +17.5% | +33.3% | -15.7% | +11.4% |
| 6M | +14.0% | +46.6% | -32.6% | +5.9% |
| YTD | +10.0% | +61.0% | -51.0% | -0.1% |
| 1Y | +19.5% | +70.4% | -50.9% | +7.4% |
| 3Y | +66.8% | +236.1% | -169.3% | +28.4% |
| 5Y | +40.3% | +284.8% | -244.5% | +3.7% |
| 10Y | +249.7% | +348.4% | -98.7% | +124.2% |
| All | +2,551.3% | +747.3% | +1,804.0% | +698.7% |
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