+734.0%
ICE vs SW
+730.4%
+3.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +6.7% | +4.7% | +2.1% | +6.5% |
| 30D | +13.4% | +5.0% | +8.4% | +13.1% |
| 3M | +16.5% | -7.3% | +23.8% | +16.9% |
| 6M | +12.8% | +15.0% | -2.1% | +11.9% |
| YTD | +8.5% | +18.5% | -10.0% | +7.1% |
| 1Y | +20.6% | +27.1% | -6.5% | +18.6% |
| 3Y | +67.4% | +49.3% | +18.1% | +62.1% |
| 5Y | +36.6% | -1.6% | +38.2% | +33.2% |
| 10Y | +270.4% | +185.4% | +85.0% | +242.0% |
| All | +734.0% | +730.4% | +3.6% | +519.7% |
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