+2,516.3%
ICE vs BBWI
+244.2%
+2,272.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | +1.0% | -6.2% | +7.2% | +2.5% |
| 30D | +11.4% | +25.5% | -14.1% | +5.2% |
| 3M | +16.2% | +8.0% | +8.2% | +12.9% |
| 6M | +12.5% | +12.7% | -0.2% | +7.0% |
| YTD | +8.6% | +11.6% | -3.1% | +1.8% |
| 1Y | +18.4% | -0.9% | +19.3% | +12.7% |
| 3Y | +66.4% | -22.7% | +89.1% | +57.3% |
| 5Y | +37.2% | -67.2% | +104.4% | +55.8% |
| 10Y | +244.8% | -43.7% | +288.5% | +169.6% |
| All | +2,516.3% | +244.2% | +2,272.1% | +490.5% |
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 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