+237.7%
BAC vs ICE
+245.5%
-7.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.5% |
| 7D | +2.1% | +3.2% | -1.1% | +0.2% |
| 30D | -6.7% | +12.9% | -19.6% | -13.4% |
| 3M | -20.2% | +17.5% | -37.8% | -27.9% |
| 6M | -0.2% | +14.0% | -14.2% | -8.7% |
| YTD | -6.4% | +10.0% | -16.4% | -13.5% |
| 1Y | -3.1% | +19.5% | -22.6% | -15.2% |
| 3Y | +96.7% | +66.8% | +30.0% | +36.2% |
| 5Y | +21.3% | +40.3% | -19.1% | -7.4% |
| 10Y | +237.7% | +249.7% | -12.0% | +28.5% |
| All | +237.7% | +245.5% | -7.8% | +28.5% |
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 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