+41.3%
ICE vs BAX
-33.8%
+75.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -0.9% | -5.1% | +4.2% | -0.2% |
| 30D | +4.0% | -12.2% | +16.1% | +5.7% |
| 3M | +11.0% | +21.8% | -10.8% | +7.9% |
| 6M | -5.0% | +36.3% | -41.3% | -9.1% |
| YTD | -2.7% | +27.8% | -30.5% | -6.5% |
| 1Y | -8.6% | -0.1% | -8.6% | -9.7% |
| All | +41.3% | -33.8% | +75.0% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling