+66.4%
ICE vs WM
+45.6%
+20.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | +11.4% | +13.3% | -1.9% | +6.8% |
| 3M | +16.2% | +4.4% | +11.8% | +14.4% |
| 6M | +12.5% | +10.8% | +1.6% | +8.5% |
| YTD | +8.6% | +9.1% | -0.5% | +5.1% |
| 1Y | +18.4% | +19.1% | -0.8% | +11.2% |
| 3Y | +66.4% | +45.7% | +20.8% | +45.7% |
| All | +66.4% | +45.6% | +20.8% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling