+256.2%
ICE vs W
+219.1%
+37.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.1% | +1.7% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +12.9% | +6.4% | +6.5% | +12.1% |
| 3M | +17.5% | +9.0% | +8.6% | +16.3% |
| 6M | +14.0% | +69.8% | -55.8% | +7.2% |
| YTD | +10.0% | +12.1% | -2.0% | +6.8% |
| 1Y | +19.5% | 0.0% | +19.5% | +17.1% |
| 3Y | +66.8% | +160.3% | -93.6% | +41.7% |
| 5Y | +40.3% | -53.3% | +93.6% | +30.0% |
| All | +256.2% | +219.1% | +37.1% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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