+256.2%
ICE vs EXPD
+325.6%
-69.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +3.2% | -7.4% | +10.6% | +5.5% |
| 30D | +12.9% | -2.1% | +15.0% | +13.5% |
| 3M | +17.5% | +5.7% | +11.8% | +15.3% |
| 6M | +14.0% | +21.4% | -7.4% | +6.7% |
| YTD | +10.0% | +27.6% | -17.6% | +0.4% |
| 1Y | +19.5% | +36.1% | -16.6% | +6.6% |
| 3Y | +66.8% | +69.9% | -3.1% | +34.6% |
| 5Y | +40.3% | +59.7% | -19.3% | +13.7% |
| All | +256.2% | +325.6% | -69.3% | +96.3% |
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