+394.6%
ICE vs FWONK
+276.9%
+117.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +4.0% | -7.7% | +11.8% | +5.9% |
| 3M | +13.7% | +5.7% | +8.0% | +12.1% |
| 6M | +0.9% | +13.5% | -12.5% | -2.2% |
| YTD | -2.1% | -3.0% | +0.8% | -2.0% |
| 1Y | -9.5% | -6.4% | -3.1% | -8.7% |
| 3Y | +42.1% | +43.8% | -1.7% | +28.1% |
| 5Y | +41.4% | +98.6% | -57.2% | +17.3% |
| 10Y | +216.7% | +340.0% | -123.3% | +111.9% |
| All | +394.6% | +276.9% | +117.6% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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