+397.7%
BAC vs ICE
+215.5%
+182.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | -1.4% | +4.0% | -5.3% | -3.8% |
| 3M | +15.7% | +11.0% | +4.8% | +7.9% |
| 6M | +32.2% | -5.0% | +37.1% | +34.8% |
| YTD | +15.8% | -2.7% | +18.5% | +15.4% |
| 1Y | +27.3% | -8.6% | +35.9% | +31.8% |
| 3Y | +137.5% | +41.4% | +96.1% | +82.4% |
| 5Y | +73.1% | +39.9% | +33.2% | +30.2% |
| 10Y | +397.7% | +214.9% | +182.8% | +106.7% |
| All | +397.7% | +215.5% | +182.2% | +106.7% |
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