+2,516.3%
ICE vs EXPE
+819.6%
+1,696.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +1.0% | -13.3% | +14.3% | +4.3% |
| 30D | +11.4% | -5.5% | +16.9% | +12.4% |
| 3M | +16.2% | -16.5% | +32.6% | +20.4% |
| 6M | +12.5% | +13.1% | -0.6% | +7.2% |
| YTD | +8.6% | -8.0% | +16.6% | +7.6% |
| 1Y | +18.4% | +1.1% | +17.3% | +14.2% |
| 3Y | +66.4% | +131.2% | -64.7% | +21.9% |
| 5Y | +37.2% | +39.8% | -2.6% | +9.1% |
| 10Y | +244.8% | +118.5% | +126.4% | +108.1% |
| All | +2,516.3% | +819.6% | +1,696.6% | +521.0% |
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