+2,316.3%
ICE vs BWA
+553.4%
+1,762.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.0% |
| 7D | -0.7% | +5.7% | -6.3% | -2.5% |
| 30D | +7.6% | +1.4% | +6.2% | +6.8% |
| 3M | +13.9% | -12.1% | +26.0% | +18.0% |
| 6M | -2.4% | +28.6% | -30.9% | -12.4% |
| YTD | +0.3% | +51.1% | -50.8% | -17.2% |
| 1Y | -6.4% | +55.9% | -62.3% | -23.8% |
| 3Y | +43.1% | +70.1% | -27.0% | +8.4% |
| 5Y | +42.1% | +90.7% | -48.6% | -1.3% |
| 10Y | +220.9% | +154.0% | +67.0% | +70.4% |
| All | +2,316.3% | +553.4% | +1,762.9% | +545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling