+264.8%
ICE vs EXPD
+337.7%
-72.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.5% |
| 7D | +3.2% | -1.6% | +4.8% | +3.7% |
| 30D | +14.7% | +0.6% | +14.1% | +14.3% |
| 3M | +19.8% | +9.8% | +10.0% | +16.1% |
| 6M | +15.2% | +25.8% | -10.5% | +6.7% |
| YTD | +12.7% | +31.3% | -18.6% | +1.9% |
| 1Y | +20.4% | +40.9% | -20.5% | +6.3% |
| 3Y | +70.8% | +74.7% | -4.0% | +36.6% |
| 5Y | +43.9% | +62.9% | -18.9% | +16.0% |
| 10Y | +264.8% | +334.3% | -69.6% | +99.3% |
| All | +264.8% | +337.7% | -72.9% | +99.3% |
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