+2,263.8%
ICE vs BDX
+462.8%
+1,801.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.6% |
| 7D | -1.2% | -4.3% | +3.1% | +1.2% |
| 30D | +5.0% | +1.3% | +3.7% | +4.2% |
| 3M | +13.9% | +20.2% | -6.4% | +2.7% |
| 6M | -4.4% | +8.6% | -13.0% | -9.4% |
| YTD | -1.9% | +19.0% | -20.9% | -12.4% |
| 1Y | -8.1% | +21.2% | -29.3% | -19.0% |
| 3Y | +42.5% | -9.7% | +52.2% | +42.3% |
| 5Y | +40.6% | -3.4% | +44.0% | +31.6% |
| 10Y | +217.1% | +53.9% | +163.3% | +90.2% |
| All | +2,263.8% | +462.8% | +1,801.0% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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