+20.6%
ICE vs BB
+88.0%
-67.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.6% | +2.8% |
| 7D | +12.2% | -6.8% | +19.0% | +11.6% |
| 30D | +15.0% | -3.5% | +18.5% | +14.8% |
| 3M | +17.6% | -1.2% | +18.9% | +17.8% |
| 6M | +12.6% | +57.0% | -44.4% | +11.7% |
| YTD | +9.1% | +131.1% | -122.0% | +6.6% |
| 1Y | +20.6% | +87.6% | -67.0% | +18.4% |
| All | +20.6% | +88.0% | -67.4% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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