+41.7%
ICE vs BG
+81.8%
-40.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.2% |
| 7D | -2.4% | +3.1% | -5.5% | -2.8% |
| 30D | +4.0% | +10.2% | -6.2% | +2.7% |
| 3M | +13.7% | -1.7% | +15.3% | +13.7% |
| 6M | +0.9% | +1.0% | 0.0% | +0.5% |
| YTD | -2.1% | +39.9% | -42.1% | -7.3% |
| 1Y | -9.5% | +53.2% | -62.7% | -15.7% |
| 3Y | +42.1% | +16.3% | +25.8% | +37.7% |
| All | +41.7% | +81.8% | -40.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling