+214.9%
ICE vs BAH
+186.6%
+28.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.9% | -1.3% | +0.5% | -0.5% |
| 30D | +4.0% | -6.6% | +10.6% | +5.7% |
| 3M | +11.0% | -7.2% | +18.1% | +12.5% |
| 6M | -5.0% | -10.0% | +5.0% | -3.2% |
| YTD | -2.7% | -12.5% | +9.8% | -0.6% |
| 1Y | -8.6% | -27.9% | +19.3% | -2.5% |
| 3Y | +41.4% | -31.4% | +72.8% | +45.4% |
| 5Y | +39.9% | -3.2% | +43.1% | +25.2% |
| 10Y | +214.9% | +191.5% | +23.4% | +111.1% |
| All | +214.9% | +186.6% | +28.3% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling