+2,316.3%
ICE vs EXPE
+957.6%
+1,358.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -0.7% | -9.5% | +8.9% | +1.8% |
| 30D | +7.6% | -6.6% | +14.3% | +9.3% |
| 3M | +13.9% | +31.4% | -17.4% | +5.5% |
| 6M | -2.4% | +35.2% | -37.5% | -11.0% |
| YTD | +0.3% | +5.8% | -5.5% | -3.3% |
| 1Y | -6.4% | +38.7% | -45.1% | -16.7% |
| 3Y | +43.1% | +175.8% | -132.7% | +0.3% |
| 5Y | +42.1% | +111.8% | -69.7% | +0.6% |
| 10Y | +220.9% | +179.7% | +41.2% | +81.2% |
| All | +2,316.3% | +957.6% | +1,358.7% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling