+91.7%
BKNG vs ICE
+39.0%
+52.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -10.7% | -5.3% | -5.3% | -8.4% |
| 30D | -18.1% | +3.0% | -21.1% | -19.2% |
| 3M | +8.5% | +11.4% | -2.9% | +3.1% |
| 6M | -0.1% | -2.0% | +2.0% | +0.6% |
| YTD | -18.2% | -3.1% | -15.1% | -17.6% |
| 1Y | -19.9% | -8.4% | -11.5% | -17.2% |
| 3Y | +41.6% | +40.7% | +0.9% | +16.8% |
| All | +91.7% | +39.0% | +52.7% | +50.3% |
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