+50.0%
ICE vs BBAI
-70.8%
+120.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.0% |
| 7D | -0.7% | -4.3% | +3.6% | -0.6% |
| 30D | +7.6% | -3.6% | +11.3% | +7.6% |
| 3M | +13.9% | -38.8% | +52.7% | +14.4% |
| 6M | -2.4% | -23.8% | +21.4% | -2.2% |
| YTD | +0.3% | -45.9% | +46.2% | +0.7% |
| 1Y | -6.4% | -40.8% | +34.4% | -6.2% |
| 3Y | +43.1% | +69.8% | -26.7% | +40.9% |
| 5Y | +42.1% | -70.3% | +112.4% | +39.1% |
| All | +50.0% | -70.8% | +120.8% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling