+72.3%
BA vs ICE
+216.5%
-144.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.6% |
| 7D | +2.5% | -1.2% | +3.6% | +3.1% |
| 30D | -10.1% | +5.0% | -15.1% | -13.1% |
| 3M | -2.4% | +13.9% | -16.3% | -10.8% |
| 6M | -8.8% | -4.4% | -4.4% | -7.0% |
| YTD | -2.9% | -1.9% | -1.0% | -3.5% |
| 1Y | -8.8% | -8.1% | -0.6% | -5.6% |
| 3Y | -0.3% | +42.5% | -42.8% | -25.4% |
| 5Y | -0.3% | +40.6% | -40.9% | -26.9% |
| 10Y | +72.3% | +217.1% | -144.8% | -16.9% |
| All | +72.3% | +216.5% | -144.2% | -16.9% |
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