+263.5%
ICE vs SWK
+17.8%
+245.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | +2.2% | -2.0% | +4.2% | +2.7% |
| 30D | +13.7% | +24.6% | -10.9% | +8.1% |
| 3M | +17.9% | +10.8% | +7.1% | +14.9% |
| 6M | +15.0% | +46.1% | -31.1% | +4.7% |
| YTD | +10.9% | +56.8% | -45.9% | -1.6% |
| 1Y | +17.0% | +72.7% | -55.7% | +1.2% |
| 3Y | +68.2% | +49.9% | +18.3% | +45.1% |
| 5Y | +40.4% | -30.9% | +71.3% | +47.0% |
| All | +263.5% | +17.8% | +245.7% | +186.3% |
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