-8.6%
ICE vs EXPE
+26.5%
-35.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.9% | -11.5% | +10.7% | +0.6% |
| 30D | +4.0% | -13.1% | +17.0% | +5.7% |
| 3M | +11.0% | +18.1% | -7.2% | +8.4% |
| 6M | -5.0% | +13.3% | -18.2% | -6.9% |
| YTD | -2.7% | -3.2% | +0.5% | -2.7% |
| 1Y | -8.6% | +26.1% | -34.8% | -11.4% |
| All | -8.6% | +26.5% | -35.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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