+18.3%
ICE vs WM
+20.0%
-1.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | +2.0% | +1.2% | +0.8% | +1.6% |
| 30D | +12.9% | +13.1% | -0.2% | +8.2% |
| 3M | +15.4% | +3.6% | +11.8% | +13.8% |
| 6M | +13.1% | +8.1% | +5.0% | +10.0% |
| YTD | +7.5% | +8.9% | -1.4% | +3.7% |
| 1Y | +18.3% | +20.3% | -2.0% | +10.0% |
| All | +18.3% | +20.0% | -1.7% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling