+43.9%
ICE vs WM
+60.7%
-16.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.8% |
| 7D | +3.2% | +0.8% | +2.5% | +2.9% |
| 30D | +14.7% | +13.8% | +0.9% | +8.2% |
| 3M | +19.8% | +6.4% | +13.4% | +16.4% |
| 6M | +15.2% | +13.2% | +2.0% | +8.6% |
| YTD | +12.7% | +10.8% | +1.9% | +6.8% |
| 1Y | +20.4% | +20.2% | +0.2% | +9.8% |
| 3Y | +70.8% | +46.5% | +24.3% | +36.8% |
| 5Y | +43.9% | +61.3% | -17.3% | +7.8% |
| All | +43.9% | +60.7% | -16.8% | +7.8% |
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