+342.3%
BA vs ICE
+2,331.7%
-1,989.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | +1.2% | -0.7% | +1.8% | +1.3% |
| 30D | -11.6% | +7.6% | -19.3% | -13.7% |
| 3M | -2.4% | +13.9% | -16.3% | -6.5% |
| 6M | -6.6% | -2.4% | -4.3% | -6.3% |
| YTD | -2.2% | +0.3% | -2.5% | -3.0% |
| 1Y | -8.0% | -6.4% | -1.6% | -6.9% |
| 3Y | -5.0% | +43.1% | -48.1% | -15.9% |
| 5Y | -2.7% | +42.1% | -44.8% | -14.0% |
| 10Y | +75.9% | +220.9% | -145.0% | +27.0% |
| All | +342.3% | +2,331.7% | -1,989.4% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling