-28.1%
BE vs ICE
+13.3%
-41.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -4.9% |
| 7D | +20.5% | +2.2% | +18.3% | +22.8% |
| 30D | -23.4% | +13.7% | -37.1% | -12.3% |
| 3M | -14.9% | +17.9% | -32.8% | +0.8% |
| 6M | -28.1% | +15.0% | -43.0% | +0.7% |
| All | -28.1% | +13.3% | -41.3% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling