+66.4%
ICE vs SE
+74.2%
-7.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.9% |
| 7D | +1.0% | +3.3% | -2.3% | +0.9% |
| 30D | +11.4% | -18.2% | +29.6% | +12.4% |
| 3M | +16.2% | -31.3% | +47.4% | +18.0% |
| 6M | +12.5% | -10.1% | +22.6% | +12.6% |
| YTD | +8.6% | -38.9% | +47.4% | +10.7% |
| 1Y | +18.4% | -48.0% | +66.4% | +21.6% |
| 3Y | +66.4% | +78.8% | -12.4% | +63.2% |
| All | +66.4% | +74.2% | -7.8% | +63.2% |
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