+54.7%
ICE vs BAM
+78.0%
-23.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -0.7% | -2.0% | +1.3% | -0.2% |
| 30D | +7.6% | -2.9% | +10.5% | +8.3% |
| 3M | +13.9% | +9.4% | +4.6% | +11.3% |
| 6M | -2.4% | +10.8% | -13.1% | -5.1% |
| YTD | +0.3% | -0.4% | +0.7% | -0.3% |
| 1Y | -6.4% | -10.9% | +4.4% | -4.8% |
| 3Y | +43.1% | +61.3% | -18.1% | +26.4% |
| All | +54.7% | +78.0% | -23.3% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling