+27.3%
BAC vs ICE
-8.7%
+36.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -1.4% | +4.0% | -5.3% | -2.1% |
| 3M | +15.7% | +11.0% | +4.8% | +13.2% |
| 6M | +32.2% | -5.0% | +37.1% | +33.8% |
| YTD | +15.8% | -2.7% | +18.5% | +15.5% |
| 1Y | +27.3% | -8.6% | +35.9% | +29.4% |
| All | +27.3% | -8.7% | +36.0% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling