+430.3%
ICE vs NWSA
+127.4%
+302.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | +7.6% | +4.6% | +3.0% | +6.2% |
| 3M | +13.9% | +13.2% | +0.7% | +9.8% |
| 6M | -2.4% | +27.0% | -29.3% | -9.1% |
| YTD | +0.3% | +16.8% | -16.6% | -4.5% |
| 1Y | -6.4% | +4.5% | -10.9% | -8.2% |
| 3Y | +43.1% | +46.2% | -3.1% | +26.5% |
| 5Y | +42.1% | +40.9% | +1.2% | +24.1% |
| 10Y | +220.9% | +145.1% | +75.8% | +123.4% |
| All | +430.3% | +127.4% | +302.8% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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