+39.9%
ICE vs WAB
+224.0%
-184.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +4.0% | -4.6% | +8.5% | +5.2% |
| 3M | +11.0% | +5.6% | +5.3% | +8.9% |
| 6M | -5.0% | +13.8% | -18.8% | -9.0% |
| YTD | -2.7% | +31.9% | -34.6% | -11.2% |
| 1Y | -8.6% | +48.3% | -56.9% | -19.8% |
| 3Y | +41.4% | +167.1% | -125.8% | -1.2% |
| 5Y | +39.9% | +222.9% | -183.0% | -10.4% |
| All | +39.9% | +224.0% | -184.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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