+2,516.3%
ICE vs ARWR
+20.1%
+2,496.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.3% | +16.4% | +1.9% |
| 7D | +1.0% | -17.3% | +18.4% | +2.1% |
| 30D | +11.4% | -21.5% | +33.0% | +12.9% |
| 3M | +16.2% | -43.8% | +60.0% | +19.9% |
| 6M | +12.5% | -32.3% | +44.7% | +14.5% |
| YTD | +8.6% | -25.8% | +34.4% | +9.6% |
| 1Y | +18.4% | +25.5% | -7.2% | +15.3% |
| 3Y | +66.4% | +84.1% | -17.7% | +54.0% |
| 5Y | +37.2% | -39.2% | +76.4% | +32.9% |
| 10Y | +244.8% | +1,072.4% | -827.5% | +165.7% |
| All | +2,516.3% | +20.1% | +2,496.2% | +1,921.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling