+18.5%
ICE vs PWR
+34.5%
-16.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.3% |
| 7D | +3.6% | +11.3% | -7.7% | +4.3% |
| 30D | +15.1% | -8.9% | +23.9% | +14.6% |
| 3M | +15.4% | -10.5% | +25.9% | +14.8% |
| 6M | +16.1% | -22.2% | +38.3% | +14.9% |
| YTD | +11.4% | +42.7% | -31.4% | +10.5% |
| 1Y | +18.5% | +41.1% | -22.7% | +17.5% |
| All | +18.5% | +34.5% | -16.0% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling