+35.5%
ICE vs W
-54.5%
+90.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.9% |
| 7D | +2.0% | -3.6% | +5.6% | +2.2% |
| 30D | +12.9% | +7.0% | +5.9% | +12.2% |
| 3M | +15.4% | +7.4% | +8.1% | +14.5% |
| 6M | +13.1% | +69.3% | -56.2% | +7.2% |
| YTD | +7.5% | +11.3% | -3.8% | +4.9% |
| 1Y | +18.3% | +13.2% | +5.1% | +15.1% |
| 3Y | +65.9% | +142.0% | -76.1% | +44.1% |
| All | +35.5% | -54.5% | +90.0% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling