+2,573.8%
ICE vs BBWI
+233.5%
+2,340.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.8% |
| 7D | +2.2% | -4.5% | +6.7% | +3.4% |
| 30D | +13.7% | +17.1% | -3.4% | +9.2% |
| 3M | +17.9% | +17.5% | +0.5% | +12.4% |
| 6M | +15.0% | +12.8% | +2.1% | +9.3% |
| YTD | +10.9% | +8.2% | +2.8% | +4.8% |
| 1Y | +17.0% | -1.8% | +18.8% | +11.7% |
| 3Y | +68.2% | -25.8% | +93.9% | +60.6% |
| 5Y | +40.4% | -68.0% | +108.4% | +60.4% |
| 10Y | +259.3% | -47.6% | +306.8% | +189.1% |
| All | +2,573.8% | +233.5% | +2,340.4% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling