-9.5%
ICE vs BWA
+55.6%
-65.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +1.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.6% |
| 30D | +4.0% | -2.9% | +6.9% | +3.6% |
| 3M | +13.7% | -10.7% | +24.4% | +12.0% |
| 6M | +0.9% | +26.5% | -25.5% | +5.3% |
| YTD | -2.1% | +49.1% | -51.2% | -0.6% |
| 1Y | -9.5% | +52.1% | -61.6% | -9.4% |
| All | -9.5% | +55.6% | -65.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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