+264.9%
ICE vs ARWR
+1,024.2%
-759.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.3% |
| 7D | +3.6% | -17.8% | +21.5% | +5.0% |
| 30D | +15.1% | -18.1% | +33.2% | +16.5% |
| 3M | +15.4% | -44.2% | +59.5% | +19.9% |
| 6M | +16.1% | -38.6% | +54.8% | +19.5% |
| YTD | +11.4% | -28.0% | +39.4% | +12.8% |
| 1Y | +18.5% | +16.1% | +2.3% | +15.2% |
| 3Y | +70.5% | +84.0% | -13.4% | +54.4% |
| 5Y | +40.9% | -35.4% | +76.3% | +34.2% |
| All | +264.9% | +1,024.2% | -759.4% | +209.0% |
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