+85.4%
BE vs ICE
+17.9%
+67.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.7% |
| 7D | +10.8% | +3.6% | +7.2% | +13.6% |
| 30D | -19.8% | +15.1% | -34.9% | -10.2% |
| 3M | -18.7% | +15.4% | -34.1% | -8.6% |
| 6M | -33.7% | +16.1% | -49.9% | -22.7% |
| YTD | +121.0% | +11.4% | +109.6% | +134.9% |
| 1Y | +85.4% | +18.5% | +66.9% | +82.9% |
| All | +85.4% | +17.9% | +67.5% | +82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling