-8.1%
ICE vs HWM
+30.1%
-38.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.7% | +8.5% | -2.0% |
| 7D | -1.2% | -9.2% | +8.0% | -1.0% |
| 30D | +5.0% | -17.9% | +22.8% | +5.0% |
| 3M | +13.9% | -6.0% | +19.9% | +13.7% |
| 6M | -4.4% | -7.4% | +2.9% | -4.3% |
| YTD | -1.9% | +13.1% | -15.0% | -2.1% |
| 1Y | -8.1% | +29.3% | -37.4% | -9.3% |
| All | -8.1% | +30.1% | -38.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling