+20.6%
ICE vs WOLF
-3.0%
+23.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +2.4% |
| 7D | +12.2% | -14.5% | +26.6% | +11.5% |
| 30D | +15.0% | -32.0% | +47.0% | +13.6% |
| 3M | +17.6% | -15.8% | +33.4% | +17.4% |
| 6M | +12.6% | -36.6% | +49.2% | +12.4% |
| YTD | +9.1% | +30.9% | -21.8% | +12.8% |
| 1Y | +20.6% | +4.1% | +16.5% | +24.9% |
| All | +20.6% | -3.0% | +23.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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