+222.9%
ICE vs EXPD
+314.6%
-91.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -0.7% | -1.1% | +0.5% | -0.3% |
| 30D | +7.6% | +4.1% | +3.5% | +6.3% |
| 3M | +13.9% | +17.9% | -4.0% | +7.9% |
| 6M | -2.4% | +29.2% | -31.6% | -10.5% |
| YTD | +0.3% | +27.4% | -27.1% | -8.2% |
| 1Y | -6.4% | +56.8% | -63.3% | -20.4% |
| 3Y | +43.1% | +68.0% | -24.9% | +16.3% |
| 5Y | +42.1% | +61.9% | -19.8% | +14.5% |
| All | +222.9% | +314.6% | -91.7% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling