+40.6%
ICE vs BWA
+88.6%
-48.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -1.2% | +4.3% | -5.4% | -1.5% |
| 30D | +5.0% | -2.9% | +7.9% | +5.2% |
| 3M | +13.9% | -12.4% | +26.3% | +15.2% |
| 6M | -4.4% | +28.6% | -33.0% | -7.6% |
| YTD | -1.9% | +48.2% | -50.1% | -8.6% |
| 1Y | -8.1% | +50.9% | -59.0% | -14.8% |
| 3Y | +42.5% | +72.2% | -29.7% | +27.2% |
| 5Y | +40.6% | +91.1% | -50.4% | +18.0% |
| All | +40.6% | +88.6% | -48.0% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling