+18.5%
ICE vs BBWI
+0.1%
+18.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +15.1% | +12.9% | +2.2% | +14.4% |
| 3M | +15.4% | +16.0% | -0.6% | +14.4% |
| 6M | +16.1% | +16.6% | -0.5% | +14.9% |
| YTD | +11.4% | +9.7% | +1.6% | +10.3% |
| 1Y | +18.5% | +1.5% | +17.0% | +17.5% |
| All | +18.5% | +0.1% | +18.3% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling