+77.3%
BAC vs ICE
+2,533.0%
-2,455.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.7% |
| 7D | +2.0% | +1.0% | +1.0% | +1.5% |
| 30D | -6.9% | +11.4% | -18.4% | -12.5% |
| 3M | -19.6% | +16.2% | -35.7% | -26.2% |
| 6M | -0.5% | +12.5% | -12.9% | -7.7% |
| YTD | -6.6% | +8.6% | -15.2% | -12.6% |
| 1Y | -3.0% | +18.4% | -21.3% | -13.4% |
| 3Y | +97.3% | +66.4% | +30.9% | +44.8% |
| 5Y | +21.9% | +37.2% | -15.3% | -2.2% |
| 10Y | +251.7% | +244.8% | +6.8% | +69.5% |
| All | +77.3% | +2,533.0% | -2,455.8% | -55.4% |
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 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