+42.1%
ICE vs GWRE
+50.1%
-8.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -2.4% | -13.2% | +10.8% | -0.6% |
| 30D | +4.0% | -18.6% | +22.6% | +6.5% |
| 3M | +13.7% | +18.9% | -5.2% | +10.5% |
| 6M | +0.9% | -11.0% | +11.9% | +0.9% |
| YTD | -2.1% | -29.9% | +27.8% | +0.3% |
| 1Y | -9.5% | -44.3% | +34.8% | -4.5% |
| 3Y | +42.1% | +51.7% | -9.6% | +24.4% |
| All | +42.1% | +50.1% | -8.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling