+2,263.8%
ICE vs BG
+289.8%
+1,974.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.5% | -3.6% |
| 7D | -1.2% | +2.4% | -3.5% | -2.0% |
| 30D | +5.0% | +15.0% | -10.1% | 0.0% |
| 3M | +13.9% | -0.7% | +14.5% | +13.3% |
| 6M | -4.4% | +7.5% | -11.9% | -7.8% |
| YTD | -1.9% | +41.6% | -43.5% | -14.2% |
| 1Y | -8.1% | +50.7% | -58.8% | -21.9% |
| 3Y | +42.5% | +20.3% | +22.2% | +27.7% |
| 5Y | +40.6% | +85.2% | -44.6% | +3.9% |
| 10Y | +217.1% | +160.6% | +56.5% | +84.8% |
| All | +2,263.8% | +289.8% | +1,974.0% | +1,083.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling