+166.3%
ICE vs SE
+553.8%
-387.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.2% |
| 7D | -2.4% | -5.2% | +2.8% | -1.9% |
| 30D | +4.0% | -17.1% | +21.1% | +5.9% |
| 3M | +13.7% | +24.0% | -10.3% | +10.8% |
| 6M | +0.9% | +21.0% | -20.0% | -1.7% |
| YTD | -2.1% | -16.7% | +14.6% | -1.3% |
| 1Y | -9.5% | -45.9% | +36.4% | -4.7% |
| 3Y | +42.1% | +177.8% | -135.7% | +21.8% |
| 5Y | +41.4% | -67.4% | +108.7% | +45.4% |
| All | +166.3% | +553.8% | -387.5% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling