+2,573.8%
ICE vs EWT
+834.5%
+1,739.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.4% |
| 7D | +2.2% | +13.2% | -11.0% | -6.0% |
| 30D | +13.7% | -14.3% | +28.0% | +23.3% |
| 3M | +17.9% | -8.4% | +26.3% | +21.6% |
| 6M | +15.0% | +3.7% | +11.2% | +5.3% |
| YTD | +10.9% | +53.1% | -42.1% | -24.0% |
| 1Y | +17.0% | +55.5% | -38.5% | -21.0% |
| 3Y | +68.2% | +155.6% | -87.5% | -25.4% |
| 5Y | +40.4% | +119.3% | -78.9% | -31.4% |
| 10Y | +259.3% | +446.2% | -186.9% | -21.5% |
| All | +2,573.8% | +834.5% | +1,739.4% | +193.0% |
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