+2,489.8%
ICE vs EXPD
+594.7%
+1,895.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.1% |
| 7D | +2.0% | -7.2% | +9.2% | +5.6% |
| 30D | +12.9% | -3.3% | +16.2% | +14.5% |
| 3M | +15.4% | +3.4% | +12.0% | +13.1% |
| 6M | +13.1% | +22.7% | -9.6% | +1.1% |
| YTD | +7.5% | +24.5% | -17.1% | -6.2% |
| 1Y | +18.3% | +38.6% | -20.3% | -2.3% |
| 3Y | +65.9% | +71.5% | -5.6% | +18.2% |
| 5Y | +35.2% | +56.2% | -21.0% | -1.9% |
| 10Y | +266.7% | +310.5% | -43.7% | +44.5% |
| All | +2,489.8% | +594.7% | +1,895.1% | +619.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling