+2,263.8%
ICE vs BBY
+265.2%
+1,998.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.9% |
| 7D | -1.2% | +8.1% | -9.3% | -3.5% |
| 30D | +5.0% | +8.9% | -4.0% | +2.1% |
| 3M | +13.9% | +22.0% | -8.2% | +6.7% |
| 6M | -4.4% | +37.8% | -42.2% | -14.5% |
| YTD | -1.9% | +37.3% | -39.2% | -12.5% |
| 1Y | -8.1% | +21.6% | -29.7% | -15.4% |
| 3Y | +42.5% | +41.5% | +1.0% | +18.8% |
| 5Y | +40.6% | +1.2% | +39.4% | +25.7% |
| 10Y | +217.1% | +237.8% | -20.6% | +63.9% |
| All | +2,263.8% | +265.2% | +1,998.6% | +773.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling