+18.5%
ICE vs EXPD
+40.4%
-22.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +3.6% | +5.5% | -1.9% | +3.2% |
| 30D | +15.1% | -0.8% | +15.9% | +15.0% |
| 3M | +15.4% | +4.1% | +11.2% | +14.9% |
| 6M | +16.1% | +25.7% | -9.5% | +13.2% |
| YTD | +11.4% | +31.4% | -20.0% | +6.8% |
| 1Y | +18.5% | +42.2% | -23.7% | +11.3% |
| All | +18.5% | +40.4% | -22.0% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling