+40.6%
ICE vs EXPE
+89.5%
-48.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.9% | +5.7% | -1.2% |
| 7D | -1.2% | -9.8% | +8.6% | +0.1% |
| 30D | +5.0% | -11.5% | +16.5% | +6.5% |
| 3M | +13.9% | +21.7% | -7.8% | +10.7% |
| 6M | -4.4% | +10.4% | -14.8% | -6.1% |
| YTD | -1.9% | -2.5% | +0.6% | -2.5% |
| 1Y | -8.1% | +27.3% | -35.5% | -12.0% |
| 3Y | +42.5% | +153.5% | -111.0% | +20.7% |
| 5Y | +40.6% | +91.1% | -50.4% | +18.6% |
| All | +40.6% | +89.5% | -48.8% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling