+2,263.8%
ICE vs EWT
+971.8%
+1,292.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -1.2% | +1.6% | -2.8% | -2.2% |
| 30D | +5.0% | +8.2% | -3.2% | -0.6% |
| 3M | +13.9% | +11.1% | +2.8% | +3.5% |
| 6M | -4.4% | +60.4% | -64.9% | -34.1% |
| YTD | -1.9% | +75.6% | -77.5% | -37.0% |
| 1Y | -8.1% | +91.3% | -99.4% | -45.0% |
| 3Y | +42.5% | +200.3% | -157.8% | -41.9% |
| 5Y | +40.6% | +156.4% | -115.7% | -36.7% |
| 10Y | +217.1% | +495.8% | -278.7% | -32.7% |
| All | +2,263.8% | +971.8% | +1,292.0% | +142.8% |
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