-8.1%
ICE vs ARWR
+200.0%
-208.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -2.1% |
| 7D | -1.2% | +2.9% | -4.0% | -1.2% |
| 30D | +5.0% | -2.9% | +7.9% | +5.0% |
| 3M | +13.9% | +15.2% | -1.4% | +13.5% |
| 6M | -4.4% | +42.3% | -46.7% | -5.2% |
| YTD | -1.9% | +28.2% | -30.1% | -2.6% |
| 1Y | -8.1% | +213.2% | -221.4% | -11.7% |
| All | -8.1% | +200.0% | -208.1% | -11.7% |
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 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