+245.1%
ICE vs PWR
+1,846.2%
-1,601.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.3% | -0.8% |
| 7D | +1.0% | -4.8% | +5.8% | +1.4% |
| 30D | +11.4% | -16.2% | +27.6% | +14.5% |
| 3M | +16.2% | -11.9% | +28.1% | +17.8% |
| 6M | +12.5% | -20.6% | +33.1% | +15.5% |
| YTD | +8.6% | +40.3% | -31.7% | -3.8% |
| 1Y | +18.4% | +33.0% | -14.7% | +6.0% |
| 3Y | +66.4% | +250.0% | -183.6% | +9.6% |
| 5Y | +37.2% | +404.2% | -367.0% | -21.2% |
| All | +245.1% | +1,846.2% | -1,601.1% | +18.5% |
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