+264.8%
ICE vs ARWR
+1,021.8%
-757.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +3.2% | -19.9% | +23.2% | +4.8% |
| 30D | +14.7% | -18.7% | +33.4% | +16.2% |
| 3M | +19.8% | -44.7% | +64.5% | +24.6% |
| 6M | +15.2% | -36.5% | +51.7% | +18.3% |
| YTD | +12.7% | -25.7% | +38.3% | +13.8% |
| 1Y | +20.4% | +18.9% | +1.5% | +17.0% |
| 3Y | +70.8% | +83.1% | -12.3% | +54.8% |
| 5Y | +43.9% | -34.9% | +78.8% | +37.0% |
| 10Y | +264.8% | +1,080.9% | -816.1% | +208.7% |
| All | +264.8% | +1,021.8% | -757.0% | +208.7% |
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