+40.0%
ICE vs TW
+19.6%
+20.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -5.3% | -2.7% | -2.6% | -4.3% |
| 30D | +3.0% | -1.7% | +4.8% | +3.7% |
| 3M | +11.4% | +1.6% | +9.8% | +10.1% |
| 6M | -2.0% | -17.7% | +15.6% | +5.1% |
| YTD | -3.1% | -4.3% | +1.2% | -2.4% |
| 1Y | -8.4% | -13.1% | +4.7% | -4.2% |
| 3Y | +40.7% | +20.3% | +20.4% | +25.3% |
| 5Y | +40.0% | +22.0% | +18.0% | +20.3% |
| All | +40.0% | +19.6% | +20.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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