+2,573.8%
ICE vs BAX
+80.5%
+2,493.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.6% |
| 7D | +2.2% | +0.4% | +1.9% | +2.1% |
| 30D | +13.7% | +3.4% | +10.3% | +11.6% |
| 3M | +17.9% | -4.5% | +22.4% | +19.2% |
| 6M | +15.0% | +44.0% | -29.1% | -2.5% |
| YTD | +10.9% | +34.9% | -23.9% | -5.6% |
| 1Y | +17.0% | +37.9% | -20.9% | -1.6% |
| 3Y | +68.2% | -17.1% | +85.3% | +64.3% |
| 5Y | +40.4% | -64.3% | +104.7% | +103.6% |
| 10Y | +259.3% | -35.9% | +295.1% | +232.2% |
| All | +2,573.8% | +80.5% | +2,493.3% | +1,116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling