+687.6%
ICE vs GWRE
+741.3%
-53.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -2.4% | -13.2% | +10.8% | +0.3% |
| 30D | +4.0% | -18.6% | +22.6% | +7.6% |
| 3M | +13.7% | +18.9% | -5.2% | +8.5% |
| 6M | +0.9% | -11.0% | +11.9% | +0.9% |
| YTD | -2.1% | -29.9% | +27.8% | +2.1% |
| 1Y | -9.5% | -44.3% | +34.8% | -1.1% |
| 3Y | +42.1% | +51.7% | -9.6% | +21.3% |
| 5Y | +41.4% | +15.4% | +25.9% | +24.9% |
| 10Y | +216.7% | +129.4% | +87.3% | +139.2% |
| All | +687.6% | +741.3% | -53.7% | +406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling