+40.6%
ICE vs BG
+20.1%
+20.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -5.3% | +3.7% | -9.1% | -5.5% |
| 30D | +3.0% | +12.3% | -9.3% | +2.4% |
| 3M | +11.4% | -2.2% | +13.6% | +11.6% |
| 6M | -2.0% | +5.3% | -7.4% | -2.4% |
| YTD | -3.1% | +42.4% | -45.5% | -6.4% |
| 1Y | -8.4% | +55.2% | -63.6% | -12.3% |
| All | +40.6% | +20.1% | +20.6% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling