-10.6%
BA vs ICE
+21.0%
-31.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.5% |
| 7D | +5.9% | +12.2% | -6.3% | +2.6% |
| 30D | -8.2% | +15.0% | -23.1% | -11.4% |
| 3M | -25.4% | +17.6% | -43.0% | -28.5% |
| 6M | -20.0% | +12.6% | -32.6% | -23.2% |
| YTD | -18.5% | +9.1% | -27.6% | -20.3% |
| 1Y | -10.6% | +20.6% | -31.2% | -10.7% |
| All | -10.6% | +21.0% | -31.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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