+41.7%
ICE vs EWT
+149.5%
-107.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | +4.0% | +4.5% | -0.4% | +3.0% |
| 3M | +13.7% | +8.3% | +5.4% | +11.1% |
| 6M | +0.9% | +54.2% | -53.3% | -11.6% |
| YTD | -2.1% | +74.6% | -76.7% | -17.9% |
| 1Y | -9.5% | +84.9% | -94.4% | -25.8% |
| 3Y | +42.1% | +197.5% | -155.5% | -8.4% |
| All | +41.7% | +149.5% | -107.7% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling