+40.9%
ICE vs SWK
-30.7%
+71.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +3.6% | -1.4% | +5.0% | +3.8% |
| 30D | +15.1% | +25.5% | -10.4% | +11.3% |
| 3M | +15.4% | +11.8% | +3.6% | +13.3% |
| 6M | +16.1% | +48.7% | -32.6% | +9.0% |
| YTD | +11.4% | +57.2% | -45.8% | +2.9% |
| 1Y | +18.5% | +75.3% | -56.8% | +7.3% |
| 3Y | +70.5% | +51.9% | +18.6% | +54.2% |
| All | +40.9% | -30.7% | +71.6% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling