+73.3%
BAC vs ICE
+2,506.4%
-2,433.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | -1.2% | +2.0% | -3.2% | -2.2% |
| 30D | -7.7% | +12.9% | -20.6% | -13.8% |
| 3M | -21.2% | +15.4% | -36.6% | -27.4% |
| 6M | -6.8% | +13.1% | -19.9% | -13.9% |
| YTD | -8.7% | +7.5% | -16.2% | -14.0% |
| 1Y | -5.3% | +18.3% | -23.6% | -15.5% |
| 3Y | +87.4% | +65.9% | +21.5% | +37.8% |
| 5Y | +18.9% | +35.2% | -16.3% | -3.8% |
| 10Y | +273.3% | +266.7% | +6.6% | +74.2% |
| All | +73.3% | +2,506.4% | -2,433.1% | -56.2% |
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