+2,316.3%
ICE vs BAX
+81.1%
+2,235.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -0.7% | -1.1% | +0.5% | -0.2% |
| 30D | +7.6% | -5.5% | +13.1% | +9.9% |
| 3M | +13.9% | +33.5% | -19.6% | +0.4% |
| 6M | -2.4% | +35.9% | -38.2% | -15.4% |
| YTD | +0.3% | +35.4% | -35.1% | -14.3% |
| 1Y | -6.4% | +9.8% | -16.2% | -13.4% |
| 3Y | +43.1% | -32.7% | +75.8% | +55.2% |
| 5Y | +42.1% | -65.6% | +107.7% | +111.2% |
| 10Y | +220.9% | -34.9% | +255.8% | +194.6% |
| All | +2,316.3% | +81.1% | +2,235.1% | +1,005.0% |
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