+244.8%
ICE vs EXPD
+334.2%
-89.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.2% |
| 7D | +1.0% | -5.5% | +6.5% | +2.6% |
| 30D | +11.4% | -1.9% | +13.3% | +11.9% |
| 3M | +16.2% | +6.1% | +10.1% | +13.8% |
| 6M | +12.5% | +21.6% | -9.1% | +5.2% |
| YTD | +8.6% | +27.9% | -19.3% | -1.0% |
| 1Y | +18.4% | +39.4% | -21.0% | +4.8% |
| 3Y | +66.4% | +72.7% | -6.2% | +33.5% |
| 5Y | +37.2% | +60.3% | -23.1% | +11.0% |
| 10Y | +244.8% | +332.6% | -87.7% | +86.4% |
| All | +244.8% | +334.2% | -89.3% | +86.4% |
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