+66.4%
ICE vs SWK
+53.9%
+12.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.7% |
| 7D | +1.0% | +10.7% | -9.7% | 0.0% |
| 30D | +11.4% | +33.3% | -21.9% | +8.4% |
| 3M | +16.2% | +14.7% | +1.5% | +14.5% |
| 6M | +12.5% | +48.5% | -36.0% | +8.0% |
| YTD | +8.6% | +63.9% | -55.3% | +2.7% |
| 1Y | +18.4% | +80.4% | -62.1% | +10.5% |
| 3Y | +66.4% | +58.1% | +8.3% | +55.5% |
| All | +66.4% | +53.9% | +12.5% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling