+19.5%
ICE vs EXPE
-2.5%
+22.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +3.2% | -11.2% | +14.4% | +4.6% |
| 30D | +12.9% | -7.5% | +20.4% | +13.8% |
| 3M | +17.5% | -19.1% | +36.6% | +20.3% |
| 6M | +14.0% | +10.7% | +3.2% | +11.6% |
| YTD | +10.0% | -9.9% | +19.9% | +11.8% |
| 1Y | +19.5% | -4.6% | +24.2% | +20.2% |
| All | +19.5% | -2.5% | +22.1% | +20.2% |
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