+37.2%
ICE vs SE
-77.7%
+114.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.8% |
| 7D | +1.0% | +3.3% | -2.3% | +0.7% |
| 30D | +11.4% | -18.2% | +29.6% | +13.3% |
| 3M | +16.2% | -31.3% | +47.4% | +19.6% |
| 6M | +12.5% | -10.1% | +22.6% | +12.8% |
| YTD | +8.6% | -38.9% | +47.4% | +12.3% |
| 1Y | +18.4% | -48.0% | +66.4% | +24.0% |
| 3Y | +66.4% | +78.8% | -12.4% | +51.2% |
| 5Y | +37.2% | -77.1% | +114.3% | +43.5% |
| All | +37.2% | -77.7% | +114.9% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling