+42.4%
ICE vs BBAI
+67.8%
-25.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.2% | -1.0% | -0.1% | -1.1% |
| 30D | +5.0% | -10.7% | +15.7% | +5.2% |
| 3M | +13.9% | -32.3% | +46.1% | +14.9% |
| 6M | -4.4% | -31.3% | +26.9% | -3.8% |
| YTD | -1.9% | -45.9% | +44.0% | -0.9% |
| 1Y | -8.1% | -40.0% | +31.9% | -7.7% |
| All | +42.4% | +67.8% | -25.4% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling