+20.4%
ICE vs EXPD
+40.0%
-19.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.2% |
| 7D | +3.2% | -1.6% | +4.8% | +3.3% |
| 30D | +14.7% | +0.6% | +14.1% | +14.5% |
| 3M | +19.8% | +9.8% | +10.0% | +18.7% |
| 6M | +15.2% | +25.8% | -10.5% | +12.2% |
| YTD | +12.7% | +31.3% | -18.6% | +7.8% |
| 1Y | +20.4% | +40.9% | -20.5% | +12.9% |
| All | +20.4% | +40.0% | -19.6% | +12.9% |
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