+67.5%
ICE vs BAM
+90.5%
-23.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.4% |
| 7D | +1.0% | +5.3% | -4.2% | -0.3% |
| 30D | +11.4% | +18.1% | -6.7% | +6.9% |
| 3M | +16.2% | +4.2% | +11.9% | +14.7% |
| 6M | +12.5% | +11.1% | +1.4% | +9.1% |
| YTD | +8.6% | +6.6% | +2.0% | +6.0% |
| 1Y | +18.4% | +6.2% | +12.1% | +15.6% |
| 3Y | +66.4% | +95.0% | -28.6% | +41.1% |
| All | +67.5% | +90.5% | -23.1% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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