+264.9%
ICE vs PWR
+1,844.4%
-1,579.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +3.6% | +11.3% | -7.7% | +1.4% |
| 30D | +15.1% | -8.9% | +23.9% | +16.3% |
| 3M | +15.4% | -10.5% | +25.9% | +16.6% |
| 6M | +16.1% | -22.2% | +38.3% | +20.0% |
| YTD | +11.4% | +42.7% | -31.4% | -1.7% |
| 1Y | +18.5% | +41.1% | -22.7% | +4.7% |
| 3Y | +70.5% | +242.7% | -172.2% | +13.2% |
| 5Y | +40.9% | +418.5% | -377.6% | -19.7% |
| All | +264.9% | +1,844.4% | -1,579.6% | +25.2% |
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