+214.9%
ICE vs ARWR
+978.7%
-763.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | -0.9% | -3.2% | +2.4% | -0.6% |
| 30D | +4.0% | -6.5% | +10.4% | +4.4% |
| 3M | +11.0% | +12.7% | -1.7% | +9.8% |
| 6M | -5.0% | +36.2% | -41.1% | -7.4% |
| YTD | -2.7% | +24.5% | -27.2% | -4.8% |
| 1Y | -8.6% | +198.0% | -206.6% | -16.4% |
| 3Y | +41.4% | +176.4% | -135.0% | +25.8% |
| 5Y | +39.9% | +26.6% | +13.3% | +27.9% |
| 10Y | +214.9% | +1,054.1% | -839.2% | +160.5% |
| All | +214.9% | +978.7% | -763.8% | +160.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling