+264.8%
ICE vs PWR
+1,887.5%
-1,622.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +1.6% |
| 7D | +3.2% | +4.7% | -1.5% | +2.0% |
| 30D | +14.7% | -12.5% | +27.2% | +16.9% |
| 3M | +19.8% | -9.3% | +29.1% | +20.8% |
| 6M | +15.2% | -22.2% | +37.4% | +19.1% |
| YTD | +12.7% | +44.2% | -31.5% | -0.7% |
| 1Y | +20.4% | +35.5% | -15.1% | +7.5% |
| 3Y | +70.8% | +250.4% | -179.7% | +12.7% |
| 5Y | +43.9% | +425.6% | -381.7% | -18.2% |
| 10Y | +264.8% | +1,874.2% | -1,609.5% | +24.9% |
| All | +264.8% | +1,887.5% | -1,622.7% | +24.9% |
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