+264.8%
ICE vs BAH
+211.3%
+53.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +3.2% | -1.6% | +4.8% | +3.6% |
| 30D | +14.7% | +18.0% | -3.3% | +10.0% |
| 3M | +19.8% | +11.4% | +8.4% | +16.2% |
| 6M | +15.2% | +17.7% | -2.5% | +9.6% |
| YTD | +12.7% | +5.4% | +7.3% | +9.5% |
| 1Y | +20.4% | +2.8% | +17.6% | +17.6% |
| 3Y | +70.8% | -26.7% | +97.4% | +74.0% |
| 5Y | +43.9% | +8.1% | +35.9% | +26.2% |
| 10Y | +264.8% | +202.5% | +62.2% | +156.1% |
| All | +264.8% | +211.3% | +53.4% | +156.1% |
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