+35.5%
ICE vs WM
+59.1%
-23.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | +2.0% | +1.2% | +0.8% | +1.5% |
| 30D | +12.9% | +13.1% | -0.2% | +6.8% |
| 3M | +15.4% | +3.6% | +11.8% | +13.5% |
| 6M | +13.1% | +8.1% | +5.0% | +8.9% |
| YTD | +7.5% | +8.9% | -1.4% | +2.7% |
| 1Y | +18.3% | +20.3% | -2.0% | +7.8% |
| 3Y | +65.9% | +46.2% | +19.7% | +32.9% |
| All | +35.5% | +59.1% | -23.6% | +1.9% |
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