+2,316.3%
ICE vs BB
-64.6%
+2,380.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | -5.6% | +5.0% | +0.2% |
| 30D | +7.6% | -11.8% | +19.4% | +9.4% |
| 3M | +13.9% | -25.5% | +39.5% | +17.2% |
| 6M | -2.4% | +121.3% | -123.6% | -16.3% |
| YTD | +0.3% | +103.2% | -102.9% | -13.0% |
| 1Y | -6.4% | +102.6% | -109.0% | -19.4% |
| 3Y | +43.1% | +37.5% | +5.6% | +23.9% |
| 5Y | +42.1% | -30.4% | +72.6% | +32.6% |
| 10Y | +220.9% | 0.0% | +220.9% | +116.3% |
| All | +2,316.3% | -64.6% | +2,380.9% | +1,492.2% |
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