-9.5%
ICE vs BBY
+24.8%
-34.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.8% |
| 7D | -2.4% | +0.6% | -3.0% | -2.4% |
| 30D | +4.0% | +9.4% | -5.4% | +3.3% |
| 3M | +13.7% | +19.3% | -5.7% | +12.2% |
| 6M | +0.9% | +47.9% | -47.0% | -1.9% |
| YTD | -2.1% | +39.6% | -41.7% | -4.1% |
| 1Y | -9.5% | +22.2% | -31.7% | -11.0% |
| All | -9.5% | +24.8% | -34.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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