-10.1%
BA vs ICE
+65.6%
-75.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.1% | +2.0% | -0.9% | +0.4% |
| 30D | -7.9% | +12.9% | -20.8% | -11.8% |
| 3M | -25.3% | +15.4% | -40.7% | -29.1% |
| 6M | -24.6% | +13.1% | -37.7% | -28.0% |
| YTD | -20.1% | +7.5% | -27.6% | -22.9% |
| 1Y | -11.8% | +18.3% | -30.1% | -18.3% |
| 3Y | -10.1% | +65.9% | -76.0% | -17.9% |
| All | -10.1% | +65.6% | -75.7% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling