+2,244.9%
ICE vs EWT
+973.9%
+1,271.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.9% | +2.1% | -3.0% | -2.2% |
| 30D | +4.0% | +9.4% | -5.4% | -2.2% |
| 3M | +11.0% | +10.9% | +0.1% | +1.0% |
| 6M | -5.0% | +57.9% | -62.9% | -33.7% |
| YTD | -2.7% | +75.9% | -78.6% | -37.6% |
| 1Y | -8.6% | +89.7% | -98.3% | -44.9% |
| 3Y | +41.4% | +200.9% | -159.5% | -42.5% |
| 5Y | +39.9% | +154.5% | -114.6% | -36.7% |
| 10Y | +214.9% | +520.8% | -305.9% | -35.3% |
| All | +2,244.9% | +973.9% | +1,271.0% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling