+213.7%
ICE vs BAX
-38.1%
+251.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | -2.4% | -7.9% | +5.5% | -0.5% |
| 30D | +4.0% | -11.7% | +15.7% | +7.0% |
| 3M | +13.7% | +16.2% | -2.5% | +9.2% |
| 6M | +0.9% | +32.0% | -31.0% | -6.4% |
| YTD | -2.1% | +24.7% | -26.9% | -8.8% |
| 1Y | -9.5% | -2.6% | -6.9% | -10.6% |
| 3Y | +42.1% | -35.0% | +77.1% | +51.7% |
| 5Y | +41.4% | -67.6% | +108.9% | +88.4% |
| All | +213.7% | -38.1% | +251.8% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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