+43.9%
ICE vs BAX
-63.3%
+107.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | +14.7% | +6.3% | +8.4% | +13.4% |
| 3M | +19.8% | -4.6% | +24.4% | +20.5% |
| 6M | +15.2% | +50.4% | -35.2% | +7.0% |
| YTD | +12.7% | +38.0% | -25.4% | +5.3% |
| 1Y | +20.4% | +44.6% | -24.2% | +11.5% |
| 3Y | +70.8% | -15.1% | +85.9% | +69.8% |
| 5Y | +43.9% | -63.3% | +107.2% | +84.6% |
| All | +43.9% | -63.3% | +107.2% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling