+40.6%
ICE vs SE
-67.4%
+108.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | +5.0% | -0.1% | +5.1% | +4.8% |
| 3M | +13.9% | +34.1% | -20.3% | +10.6% |
| 6M | -4.4% | +23.2% | -27.6% | -6.7% |
| YTD | -1.9% | -11.2% | +9.2% | -1.7% |
| 1Y | -8.1% | -40.5% | +32.4% | -4.6% |
| 3Y | +42.5% | +196.3% | -153.8% | +23.5% |
| 5Y | +40.6% | -67.0% | +107.7% | +41.2% |
| All | +40.6% | -67.4% | +108.1% | +41.2% |
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 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