+2,573.8%
ICE vs BB
-58.1%
+2,632.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.1% |
| 7D | +2.2% | +9.0% | -6.7% | +0.9% |
| 30D | +13.7% | +7.7% | +6.0% | +11.8% |
| 3M | +17.9% | +4.0% | +13.9% | +16.0% |
| 6M | +15.0% | +46.6% | -31.7% | +5.0% |
| YTD | +10.9% | +140.6% | -129.7% | -6.9% |
| 1Y | +17.0% | +103.1% | -86.1% | +0.5% |
| 3Y | +68.2% | +150.5% | -82.4% | +32.0% |
| 5Y | +40.4% | -15.4% | +55.8% | +26.8% |
| 10Y | +259.3% | +25.4% | +233.8% | +131.2% |
| All | +2,573.8% | -58.1% | +2,632.0% | +1,603.0% |
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 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