+2,263.8%
ICE vs ITW
+909.8%
+1,354.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.8% |
| 7D | -1.2% | -0.4% | -0.7% | -0.8% |
| 30D | +5.0% | -9.4% | +14.4% | +11.9% |
| 3M | +13.9% | +7.1% | +6.8% | +8.3% |
| 6M | -4.4% | -1.9% | -2.6% | -4.4% |
| YTD | -1.9% | +10.4% | -12.4% | -10.0% |
| 1Y | -8.1% | +3.3% | -11.4% | -12.1% |
| 3Y | +42.5% | +21.0% | +21.5% | +19.6% |
| 5Y | +40.6% | +36.3% | +4.3% | +5.8% |
| 10Y | +217.1% | +185.8% | +31.3% | +21.5% |
| All | +2,263.8% | +909.8% | +1,354.0% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling