+214.9%
ICE vs PWR
+2,367.8%
-2,152.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -0.9% | +2.7% | -3.5% | -1.4% |
| 30D | +4.0% | -5.1% | +9.1% | +4.9% |
| 3M | +11.0% | -9.4% | +20.3% | +12.1% |
| 6M | -5.0% | +10.4% | -15.4% | -9.1% |
| YTD | -2.7% | +48.6% | -51.3% | -14.0% |
| 1Y | -8.6% | +68.0% | -76.6% | -22.3% |
| 3Y | +41.4% | +204.7% | -163.4% | -2.0% |
| 5Y | +39.9% | +451.9% | -412.1% | -21.1% |
| 10Y | +214.9% | +2,425.3% | -2,210.4% | -1.0% |
| All | +214.9% | +2,367.8% | -2,152.9% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling