+42.5%
ICE vs SE
+194.4%
-151.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | +5.0% | -0.1% | +5.1% | +4.9% |
| 3M | +13.9% | +34.1% | -20.3% | +12.0% |
| 6M | -4.4% | +23.2% | -27.6% | -5.7% |
| YTD | -1.9% | -11.2% | +9.2% | -1.7% |
| 1Y | -8.1% | -40.5% | +32.4% | -5.9% |
| 3Y | +42.5% | +196.3% | -153.8% | +33.4% |
| All | +42.5% | +194.4% | -151.9% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling