+934.0%
BE vs ICE
+126.5%
+807.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.6% |
| 7D | +9.7% | -5.3% | +15.1% | +14.4% |
| 30D | +22.4% | +3.0% | +19.4% | +18.8% |
| 3M | +10.4% | +11.4% | -1.1% | -2.2% |
| 6M | +67.9% | -2.0% | +69.9% | +64.3% |
| YTD | +197.5% | -3.1% | +200.6% | +184.9% |
| 1Y | +310.6% | -8.4% | +318.9% | +311.7% |
| 3Y | +1,657.2% | +40.7% | +1,616.5% | +997.5% |
| 5Y | +1,218.2% | +40.0% | +1,178.2% | +722.4% |
| All | +934.0% | +126.5% | +807.5% | +306.3% |
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