+2,489.8%
ICE vs ARWR
+41.9%
+2,448.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +2.0% | -2.9% | +4.9% | +2.2% |
| 30D | +12.9% | -5.4% | +18.3% | +13.2% |
| 3M | +15.4% | -32.2% | +47.7% | +17.9% |
| 6M | +13.1% | -26.5% | +39.6% | +14.7% |
| YTD | +7.5% | -12.4% | +19.9% | +7.5% |
| 1Y | +18.3% | +46.9% | -28.5% | +14.3% |
| 3Y | +65.9% | +116.0% | -50.1% | +52.2% |
| 5Y | +35.2% | -28.0% | +63.2% | +29.7% |
| 10Y | +266.7% | +923.9% | -657.2% | +183.3% |
| All | +2,489.8% | +41.9% | +2,448.0% | +1,883.0% |
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 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