+70.5%
ICE vs BWA
+64.0%
+6.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.6% | +4.3% | -0.6% | +3.7% |
| 30D | +15.1% | -13.0% | +28.1% | +14.7% |
| 3M | +15.4% | -24.8% | +40.2% | +14.8% |
| 6M | +16.1% | -23.5% | +39.6% | +15.6% |
| YTD | +11.4% | +13.8% | -2.5% | +8.3% |
| 1Y | +18.5% | +13.4% | +5.0% | +15.2% |
| 3Y | +70.5% | +62.8% | +7.8% | +56.1% |
| All | +70.5% | +64.0% | +6.6% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling