+45.0%
ICE vs SW
-2.3%
+47.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -0.7% | -5.1% | +4.4% | -0.4% |
| 30D | +7.6% | -4.6% | +12.2% | +7.9% |
| 3M | +13.9% | +9.4% | +4.6% | +13.3% |
| 6M | -2.4% | +3.5% | -5.9% | -2.7% |
| YTD | +0.3% | +22.0% | -21.8% | -1.4% |
| 1Y | -6.4% | +2.2% | -8.6% | -7.1% |
| 3Y | +43.1% | +19.6% | +23.5% | +39.5% |
| All | +45.0% | -2.3% | +47.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling