+2,316.3%
ICE vs PWR
+4,617.0%
-2,300.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -0.7% | +3.6% | -4.3% | -2.0% |
| 30D | +7.6% | -8.6% | +16.2% | +11.0% |
| 3M | +13.9% | -13.2% | +27.1% | +17.7% |
| 6M | -2.4% | +9.9% | -12.2% | -9.7% |
| YTD | +0.3% | +48.0% | -47.8% | -18.6% |
| 1Y | -6.4% | +66.2% | -72.6% | -28.5% |
| 3Y | +43.1% | +195.1% | -152.0% | -19.9% |
| 5Y | +42.1% | +442.6% | -400.4% | -42.0% |
| 10Y | +220.9% | +2,334.2% | -2,113.3% | -42.2% |
| All | +2,316.3% | +4,617.0% | -2,300.8% | +155.0% |
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