-9.5%
ICE vs BAX
-0.4%
-9.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | -2.4% | -7.9% | +5.5% | -1.3% |
| 30D | +4.0% | -11.7% | +15.7% | +5.7% |
| 3M | +13.7% | +16.2% | -2.5% | +11.1% |
| 6M | +0.9% | +32.0% | -31.0% | -2.9% |
| YTD | -2.1% | +24.7% | -26.9% | -6.2% |
| 1Y | -9.5% | -2.6% | -6.9% | -12.5% |
| All | -9.5% | -0.4% | -9.1% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling