+66.6%
ICE vs BBAI
-80.9%
+147.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.7% | +8.1% | +0.4% |
| 7D | +3.6% | -14.0% | +17.6% | +3.8% |
| 30D | +15.1% | -12.4% | +27.5% | +15.2% |
| 3M | +15.4% | -42.8% | +58.2% | +15.9% |
| 6M | +16.1% | -54.6% | +70.8% | +16.9% |
| YTD | +11.4% | -64.6% | +76.0% | +12.2% |
| 1Y | +18.5% | -69.9% | +88.3% | +19.5% |
| 3Y | +70.5% | +7.3% | +63.2% | +68.5% |
| 5Y | +40.9% | -80.8% | +121.8% | +38.8% |
| All | +66.6% | -80.9% | +147.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling