+23.4%
BA vs ICE
+258.3%
-234.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.8% |
| 7D | -0.6% | +2.2% | -2.8% | -2.0% |
| 30D | -8.0% | +13.7% | -21.7% | -15.3% |
| 3M | -25.8% | +17.9% | -43.7% | -33.4% |
| 6M | -27.6% | +15.0% | -42.5% | -34.3% |
| YTD | -21.0% | +10.9% | -31.9% | -27.5% |
| 1Y | -12.3% | +17.0% | -29.2% | -22.5% |
| 3Y | -12.8% | +68.2% | -80.9% | -41.7% |
| 5Y | -22.4% | +40.4% | -62.8% | -41.9% |
| All | +23.4% | +258.3% | -234.9% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling