+1,251.0%
BE vs ICE
+42.0%
+1,209.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.2% | +11.8% | +10.9% |
| 7D | +29.8% | -1.2% | +30.9% | +30.4% |
| 30D | +26.4% | +5.0% | +21.4% | +22.1% |
| 3M | +9.3% | +13.9% | -4.6% | -1.5% |
| 6M | +105.1% | -4.4% | +109.5% | +108.0% |
| YTD | +219.0% | -1.9% | +221.0% | +207.1% |
| 1Y | +418.8% | -8.1% | +426.9% | +429.3% |
| 3Y | +1,784.6% | +42.5% | +1,742.1% | +1,057.4% |
| 5Y | +1,251.0% | +40.6% | +1,210.3% | +653.6% |
| All | +1,251.0% | +42.0% | +1,209.0% | +653.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling