+40.9%
ICE vs WM
+61.9%
-20.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.6% | +3.2% | +0.4% | +2.1% |
| 30D | +15.1% | +13.0% | +2.1% | +8.9% |
| 3M | +15.4% | +9.2% | +6.1% | +10.8% |
| 6M | +16.1% | +13.6% | +2.5% | +9.3% |
| YTD | +11.4% | +12.4% | -1.0% | +4.9% |
| 1Y | +18.5% | +21.2% | -2.8% | +7.6% |
| 3Y | +70.5% | +48.7% | +21.9% | +35.7% |
| All | +40.9% | +61.9% | -20.9% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling