+249.7%
ICE vs SWKS
+31.8%
+217.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +3.2% | -3.1% | +6.3% | +3.7% |
| 30D | +12.9% | +8.3% | +4.6% | +11.2% |
| 3M | +17.5% | +20.2% | -2.7% | +12.6% |
| 6M | +14.0% | +24.9% | -11.0% | +7.0% |
| YTD | +10.0% | +33.2% | -23.1% | +1.2% |
| 1Y | +19.5% | +23.6% | -4.0% | +11.6% |
| 3Y | +66.8% | +1.3% | +65.5% | +54.5% |
| 5Y | +40.3% | -40.6% | +80.9% | +44.5% |
| 10Y | +249.7% | +35.3% | +214.4% | +185.6% |
| All | +249.7% | +31.8% | +217.9% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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