+2,489.8%
ICE vs PWR
+3,986.8%
-1,497.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.2% | -3.4% |
| 7D | +2.0% | -12.9% | +14.9% | +6.3% |
| 30D | +12.9% | -22.8% | +35.7% | +22.5% |
| 3M | +15.4% | -19.0% | +34.4% | +22.1% |
| 6M | +13.1% | -31.1% | +44.2% | +24.7% |
| YTD | +7.5% | +28.3% | -20.8% | -9.8% |
| 1Y | +18.3% | +22.2% | -3.9% | +0.9% |
| 3Y | +65.9% | +222.2% | -156.3% | -12.7% |
| 5Y | +35.2% | +364.2% | -328.9% | -42.4% |
| 10Y | +266.7% | +1,864.8% | -1,598.1% | -29.1% |
| All | +2,489.8% | +3,986.8% | -1,497.0% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling