+261.4%
BA vs ICE
+2,506.4%
-2,245.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +1.1% | +2.0% | -0.9% | +0.5% |
| 30D | -7.9% | +12.9% | -20.8% | -11.3% |
| 3M | -25.3% | +15.4% | -40.7% | -28.6% |
| 6M | -24.6% | +13.1% | -37.7% | -27.6% |
| YTD | -20.1% | +7.5% | -27.6% | -22.4% |
| 1Y | -11.8% | +18.3% | -30.1% | -16.8% |
| 3Y | -10.1% | +65.9% | -76.0% | -23.9% |
| 5Y | -22.7% | +35.2% | -58.0% | -30.7% |
| 10Y | +35.1% | +266.7% | -231.7% | -6.0% |
| All | +261.4% | +2,506.4% | -2,245.0% | +65.9% |
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 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