+20.6%
ICE vs ARWR
+59.7%
-39.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.2% | +2.3% |
| 7D | +12.2% | +2.4% | +9.8% | +12.1% |
| 30D | +15.0% | -1.1% | +16.1% | +15.0% |
| 3M | +17.6% | -31.2% | +48.8% | +18.7% |
| 6M | +12.6% | -19.3% | +31.9% | +13.0% |
| YTD | +9.1% | -7.1% | +16.3% | +8.9% |
| 1Y | +20.6% | +62.9% | -42.3% | +19.9% |
| All | +20.6% | +59.7% | -39.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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