+37.2%
ICE vs EXPE
+40.1%
-2.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +1.0% | -13.3% | +14.3% | +2.7% |
| 30D | +11.4% | -5.5% | +16.9% | +12.0% |
| 3M | +16.2% | -16.5% | +32.6% | +18.4% |
| 6M | +12.5% | +13.1% | -0.6% | +9.9% |
| YTD | +8.6% | -8.0% | +16.6% | +8.3% |
| 1Y | +18.4% | +1.1% | +17.3% | +16.5% |
| 3Y | +66.4% | +131.2% | -64.7% | +41.5% |
| 5Y | +37.2% | +39.8% | -2.6% | +20.4% |
| All | +37.2% | +40.1% | -2.9% | +20.4% |
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 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