+40.6%
ICE vs ITW
+18.9%
+21.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -5.3% | -2.4% | -3.0% | -4.8% |
| 30D | +3.0% | -9.5% | +12.5% | +5.5% |
| 3M | +11.4% | +6.6% | +4.8% | +9.4% |
| 6M | -2.0% | -1.8% | -0.3% | -1.9% |
| YTD | -3.1% | +9.0% | -12.1% | -6.8% |
| 1Y | -8.4% | +3.6% | -11.9% | -10.4% |
| All | +40.6% | +18.9% | +21.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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