-22.4%
BA vs ICE
+41.1%
-63.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -0.6% | +2.2% | -2.8% | -1.6% |
| 30D | -8.0% | +13.7% | -21.7% | -13.3% |
| 3M | -25.8% | +17.9% | -43.7% | -31.4% |
| 6M | -27.6% | +15.0% | -42.5% | -32.4% |
| YTD | -21.0% | +10.9% | -31.9% | -25.6% |
| 1Y | -12.3% | +17.0% | -29.2% | -19.7% |
| 3Y | -12.8% | +68.2% | -80.9% | -35.3% |
| 5Y | -22.4% | +40.4% | -62.8% | -40.4% |
| All | -22.4% | +41.1% | -63.5% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling