+44.9%
ICE vs BBAI
-71.8%
+116.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -5.3% | -5.4% | 0.0% | -5.3% |
| 30D | +3.0% | -15.3% | +18.3% | +3.2% |
| 3M | +11.4% | -29.9% | +41.3% | +11.8% |
| 6M | -2.0% | -30.7% | +28.7% | -1.8% |
| YTD | -3.1% | -47.8% | +44.6% | -2.7% |
| 1Y | -8.4% | -40.4% | +32.0% | -8.2% |
| 3Y | +40.7% | +66.9% | -26.1% | +38.6% |
| 5Y | +40.0% | -71.4% | +111.3% | +37.1% |
| All | +44.9% | -71.8% | +116.7% | +41.9% |
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