+2,551.3%
ICE vs BB
-58.0%
+2,609.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +3.2% | +11.6% | -8.4% | +1.5% |
| 30D | +12.9% | +2.6% | +10.3% | +11.8% |
| 3M | +17.5% | +3.5% | +14.0% | +15.7% |
| 6M | +14.0% | +43.5% | -29.5% | +4.5% |
| YTD | +10.0% | +141.2% | -131.1% | -7.8% |
| 1Y | +19.5% | +97.4% | -77.9% | +3.2% |
| 3Y | +66.8% | +151.1% | -84.3% | +30.8% |
| 5Y | +40.3% | -12.8% | +53.1% | +26.1% |
| 10Y | +249.7% | +27.5% | +222.2% | +124.2% |
| All | +2,551.3% | -58.0% | +2,609.3% | +1,588.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling