+668.0%
BE vs ICE
+160.4%
+507.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.2% |
| 7D | +10.8% | +3.6% | +7.2% | +8.1% |
| 30D | -19.8% | +15.1% | -34.9% | -29.1% |
| 3M | -18.7% | +15.4% | -34.1% | -28.9% |
| 6M | -33.7% | +16.1% | -49.9% | -43.6% |
| YTD | +121.0% | +11.4% | +109.6% | +86.5% |
| 1Y | +85.4% | +18.5% | +66.9% | +47.0% |
| 3Y | +1,709.5% | +70.5% | +1,639.0% | +841.0% |
| 5Y | +462.2% | +40.9% | +421.3% | +254.0% |
| All | +668.0% | +160.4% | +507.6% | +165.9% |
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