+35.5%
ICE vs SWK
-25.5%
+61.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +2.0% | +11.0% | -9.0% | +0.4% |
| 30D | +12.9% | +30.1% | -17.2% | +8.6% |
| 3M | +15.4% | +14.7% | +0.8% | +13.0% |
| 6M | +13.1% | +44.5% | -31.4% | +6.6% |
| YTD | +7.5% | +59.4% | -51.9% | -0.9% |
| 1Y | +18.3% | +77.5% | -59.2% | +7.0% |
| 3Y | +65.9% | +49.5% | +16.4% | +50.7% |
| All | +35.5% | -25.5% | +61.0% | +38.3% |
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 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