+670.4%
ICE vs SW
+755.0%
-84.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +13.9% | +9.4% | +4.6% | +13.3% |
| 6M | -2.4% | +3.5% | -5.9% | -2.8% |
| YTD | +0.3% | +22.0% | -21.8% | -1.2% |
| 1Y | -6.4% | +2.2% | -8.6% | -7.0% |
| 3Y | +43.1% | +19.6% | +23.5% | +40.0% |
| 5Y | +42.1% | -2.3% | +44.4% | +38.6% |
| 10Y | +220.9% | +181.4% | +39.6% | +196.1% |
| All | +670.4% | +755.0% | -84.6% | +471.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling