+738.2%
ICE vs BAH
+886.2%
-148.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.7% |
| 7D | -0.7% | -3.2% | +2.6% | +0.1% |
| 30D | +7.6% | +2.0% | +5.6% | +7.0% |
| 3M | +13.9% | -7.6% | +21.6% | +15.6% |
| 6M | -2.4% | -5.7% | +3.3% | -1.7% |
| YTD | +0.3% | -11.7% | +12.0% | +2.1% |
| 1Y | -6.4% | -27.4% | +20.9% | -0.8% |
| 3Y | +43.1% | -32.5% | +75.6% | +49.2% |
| 5Y | +42.1% | -3.3% | +45.4% | +32.5% |
| 10Y | +220.9% | +186.0% | +34.9% | +133.4% |
| All | +738.2% | +886.2% | -148.0% | +337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling