+213.7%
ICE vs WY
+7.6%
+206.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.4% | -4.2% | +1.8% | -1.1% |
| 30D | +4.0% | -10.1% | +14.1% | +7.4% |
| 3M | +13.7% | -8.5% | +22.2% | +16.2% |
| 6M | +0.9% | -3.3% | +4.3% | +1.2% |
| YTD | -2.1% | -4.4% | +2.3% | -1.9% |
| 1Y | -9.5% | -11.5% | +2.0% | -7.2% |
| 3Y | +42.1% | -24.3% | +66.4% | +50.8% |
| 5Y | +41.4% | -21.3% | +62.7% | +46.5% |
| All | +213.7% | +7.6% | +206.1% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling