+911.5%
BE vs ICE
+134.4%
+777.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +9.0% |
| 7D | +20.0% | -0.7% | +20.6% | +20.6% |
| 30D | +7.9% | +7.6% | +0.3% | +1.2% |
| 3M | -13.2% | +13.9% | -27.2% | -24.2% |
| 6M | +53.5% | -2.4% | +55.8% | +50.9% |
| YTD | +191.0% | +0.3% | +190.8% | +171.4% |
| 1Y | +360.5% | -6.4% | +366.9% | +355.7% |
| 3Y | +1,568.0% | +43.1% | +1,524.9% | +933.6% |
| 5Y | +1,055.2% | +42.1% | +1,013.1% | +615.9% |
| All | +911.5% | +134.4% | +777.1% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling