+210.5%
ICE vs BB
-0.1%
+210.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.3% |
| 7D | -5.3% | -2.1% | -3.3% | -5.2% |
| 30D | +3.0% | -16.0% | +19.1% | +4.0% |
| 3M | +11.4% | -14.5% | +25.9% | +11.7% |
| 6M | -2.0% | +118.6% | -120.6% | -8.5% |
| YTD | -3.1% | +98.9% | -102.1% | -8.9% |
| 1Y | -8.4% | +99.5% | -107.8% | -14.1% |
| 3Y | +40.7% | +65.4% | -24.6% | +30.6% |
| 5Y | +40.0% | -27.6% | +67.6% | +34.5% |
| All | +210.5% | -0.1% | +210.6% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling