+59.4%
BE vs ICE
+18.5%
+40.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -4.6% |
| 7D | +20.5% | +2.2% | +18.3% | +22.2% |
| 30D | -23.4% | +13.7% | -37.1% | -15.3% |
| 3M | -14.9% | +17.9% | -32.8% | -3.5% |
| 6M | -28.1% | +15.0% | -43.0% | -16.8% |
| YTD | +132.4% | +10.9% | +121.4% | +141.2% |
| 1Y | +59.4% | +17.0% | +42.4% | +49.8% |
| All | +59.4% | +18.5% | +40.8% | +49.8% |
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