+2,316.3%
ICE vs WY
+97.4%
+2,218.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.4% |
| 7D | -0.7% | -1.7% | +1.1% | +0.2% |
| 30D | +7.6% | -10.1% | +17.7% | +13.2% |
| 3M | +13.9% | -5.1% | +19.1% | +15.9% |
| 6M | -2.4% | -4.8% | +2.4% | -1.4% |
| YTD | +0.3% | -0.2% | +0.5% | -1.5% |
| 1Y | -6.4% | -6.6% | +0.2% | -5.3% |
| 3Y | +43.1% | -22.7% | +65.8% | +54.3% |
| 5Y | +42.1% | -22.2% | +64.3% | +48.5% |
| 10Y | +220.9% | +7.3% | +213.6% | +138.8% |
| All | +2,316.3% | +97.4% | +2,218.9% | +913.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling