+119.8%
BAC vs ICE
+2,331.7%
-2,211.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +1.0% |
| 7D | +1.1% | -0.7% | +1.7% | +1.4% |
| 30D | -0.4% | +7.6% | -8.0% | -4.5% |
| 3M | +16.9% | +13.9% | +3.0% | +8.1% |
| 6M | +26.6% | -2.4% | +29.0% | +26.7% |
| YTD | +15.8% | +0.3% | +15.5% | +13.6% |
| 1Y | +27.2% | -6.4% | +33.6% | +29.3% |
| 3Y | +132.4% | +43.1% | +89.3% | +85.8% |
| 5Y | +72.6% | +42.1% | +30.5% | +35.9% |
| 10Y | +389.7% | +220.9% | +168.8% | +146.1% |
| All | +119.8% | +2,331.7% | -2,211.9% | -42.1% |
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