-6.4%
ICE vs EWT
+99.0%
-105.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.9% |
| 7D | -0.7% | +4.0% | -4.6% | -0.3% |
| 30D | +7.6% | +10.3% | -2.7% | +8.5% |
| 3M | +13.9% | +6.1% | +7.9% | +14.9% |
| 6M | -2.4% | +56.6% | -59.0% | -2.3% |
| YTD | +0.3% | +76.6% | -76.3% | -0.2% |
| 1Y | -6.4% | +97.9% | -104.3% | -6.6% |
| All | -6.4% | +99.0% | -105.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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