-8.6%
ICE vs SE
-42.8%
+34.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -0.9% | -3.6% | +2.8% | -0.7% |
| 30D | +4.0% | -5.3% | +9.3% | +4.0% |
| 3M | +11.0% | +28.1% | -17.1% | +10.0% |
| 6M | -5.0% | +20.7% | -25.6% | -5.7% |
| YTD | -2.7% | -14.8% | +12.1% | -2.1% |
| 1Y | -8.6% | -43.6% | +35.0% | -8.1% |
| All | -8.6% | -42.8% | +34.2% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling