+256.2%
ICE vs WM
+327.3%
-71.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +3.2% | +1.2% | +2.0% | +2.5% |
| 30D | +12.9% | +13.7% | -0.8% | +5.0% |
| 3M | +17.5% | +5.2% | +12.3% | +14.1% |
| 6M | +14.0% | +11.2% | +2.8% | +6.8% |
| YTD | +10.0% | +9.4% | +0.6% | +3.6% |
| 1Y | +19.5% | +20.4% | -0.9% | +6.3% |
| 3Y | +66.8% | +44.7% | +22.1% | +29.3% |
| 5Y | +40.3% | +58.5% | -18.1% | +1.5% |
| All | +256.2% | +327.3% | -71.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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