+264.8%
ICE vs SWK
+21.9%
+242.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +3.2% | -2.3% | +5.5% | +3.8% |
| 30D | +14.7% | +30.4% | -15.7% | +8.0% |
| 3M | +19.8% | +12.1% | +7.7% | +16.4% |
| 6M | +15.2% | +49.1% | -33.8% | +4.5% |
| YTD | +12.7% | +60.4% | -47.8% | -0.6% |
| 1Y | +20.4% | +78.3% | -57.9% | +3.4% |
| 3Y | +70.8% | +53.3% | +17.5% | +46.6% |
| 5Y | +43.9% | -27.0% | +70.9% | +48.4% |
| 10Y | +264.8% | +20.8% | +243.9% | +189.7% |
| All | +264.8% | +21.9% | +242.9% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling