+39.9%
ICE vs BB
-25.5%
+65.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -0.9% | +1.8% | -2.7% | -1.0% |
| 30D | +4.0% | -12.2% | +16.2% | +4.7% |
| 3M | +11.0% | -12.3% | +23.3% | +10.9% |
| 6M | -5.0% | +122.7% | -127.7% | -12.9% |
| YTD | -2.7% | +104.5% | -107.2% | -10.2% |
| 1Y | -8.6% | +106.7% | -115.3% | -16.2% |
| 3Y | +41.4% | +70.0% | -28.6% | +28.7% |
| 5Y | +39.9% | -27.8% | +67.6% | +36.9% |
| All | +39.9% | -25.5% | +65.3% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling