+245.1%
ICE vs SWKS
+32.0%
+213.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +1.0% | -2.7% | +3.8% | +1.5% |
| 30D | +11.4% | +8.5% | +2.9% | +9.7% |
| 3M | +16.2% | +17.3% | -1.1% | +11.8% |
| 6M | +12.5% | +25.1% | -12.6% | +5.6% |
| YTD | +8.6% | +33.3% | -24.8% | -0.1% |
| 1Y | +18.4% | +22.9% | -4.5% | +10.6% |
| 3Y | +66.4% | +5.5% | +60.9% | +52.5% |
| 5Y | +37.2% | -41.9% | +79.1% | +42.0% |
| All | +245.1% | +32.0% | +213.0% | +181.7% |
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