-8.4%
ICE vs BB
+101.1%
-109.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.6% |
| 7D | -5.3% | -2.1% | -3.3% | -5.4% |
| 30D | +3.0% | -16.0% | +19.1% | +2.0% |
| 3M | +11.4% | -14.5% | +25.9% | +10.0% |
| 6M | -2.0% | +118.6% | -120.6% | -4.3% |
| YTD | -3.1% | +98.9% | -102.1% | -5.4% |
| 1Y | -8.4% | +99.5% | -107.8% | -10.0% |
| All | -8.4% | +101.1% | -109.4% | -10.0% |
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