-9.5%
ICE vs BG
+53.0%
-62.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +0.9% |
| 7D | -2.4% | +3.1% | -5.5% | -2.2% |
| 30D | +4.0% | +10.2% | -6.2% | +4.4% |
| 3M | +13.7% | -1.7% | +15.3% | +13.6% |
| 6M | +0.9% | +1.0% | 0.0% | +1.1% |
| YTD | -2.1% | +39.9% | -42.1% | -2.6% |
| 1Y | -9.5% | +53.2% | -62.7% | -9.7% |
| All | -9.5% | +53.0% | -62.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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