+1,173.8%
ICE vs WU
-19.6%
+1,193.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.6% |
| 7D | -0.7% | -0.8% | +0.2% | -0.4% |
| 30D | +7.6% | -1.1% | +8.7% | +8.0% |
| 3M | +13.9% | -3.9% | +17.8% | +13.6% |
| 6M | -2.4% | -20.7% | +18.3% | +5.0% |
| YTD | +0.3% | -18.4% | +18.6% | +6.3% |
| 1Y | -6.4% | -8.1% | +1.6% | -6.5% |
| 3Y | +43.1% | -24.2% | +67.3% | +50.1% |
| 5Y | +42.1% | -50.4% | +92.6% | +74.0% |
| 10Y | +220.9% | -40.0% | +261.0% | +230.6% |
| All | +1,173.8% | -19.6% | +1,193.4% | +876.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 all: compounded portfolio wealth divided by compounded WU 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…
all analysis · Full analysis span regression · 6 months rolling