+65.9%
ICE vs HWM
+330.9%
-265.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.2% |
| 7D | +2.0% | +3.4% | -1.4% | +1.6% |
| 30D | +12.9% | -7.5% | +20.4% | +13.5% |
| 3M | +15.4% | -28.9% | +44.3% | +18.8% |
| 6M | +13.1% | -19.6% | +32.7% | +14.8% |
| YTD | +7.5% | +0.6% | +6.9% | +6.0% |
| 1Y | +18.3% | +0.3% | +18.0% | +16.7% |
| 3Y | +65.9% | +326.1% | -260.2% | +36.5% |
| All | +65.9% | +330.9% | -265.0% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling