+20.4%
ICE vs SWKS
+30.3%
-9.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.0% | -3.6% | +2.4% |
| 7D | +3.2% | +5.7% | -2.5% | +3.2% |
| 30D | +14.7% | +17.3% | -2.6% | +14.6% |
| 3M | +19.8% | +28.3% | -8.5% | +19.1% |
| 6M | +15.2% | +26.1% | -10.8% | +14.2% |
| YTD | +12.7% | +41.1% | -28.4% | +9.2% |
| 1Y | +20.4% | +31.4% | -11.0% | +18.3% |
| All | +20.4% | +30.3% | -9.9% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling