+45.3%
ICE vs PWR
+201.3%
-156.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -0.7% | +3.6% | -4.3% | -0.9% |
| 30D | +7.6% | -8.6% | +16.2% | +8.1% |
| 3M | +13.9% | -13.2% | +27.1% | +14.7% |
| 6M | -2.4% | +9.9% | -12.2% | -4.2% |
| YTD | +0.3% | +48.0% | -47.8% | -5.2% |
| 1Y | -6.4% | +66.2% | -72.6% | -13.2% |
| All | +45.3% | +201.3% | -156.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling