+213.7%
ICE vs BIDU
-48.7%
+262.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -2.4% | -8.1% | +5.7% | -1.5% |
| 30D | +4.0% | -12.8% | +16.8% | +5.3% |
| 3M | +13.7% | -21.3% | +35.0% | +16.2% |
| 6M | +0.9% | -27.0% | +27.9% | +3.6% |
| YTD | -2.1% | -30.0% | +27.9% | +0.6% |
| 1Y | -9.5% | -18.3% | +8.7% | -9.1% |
| 3Y | +42.1% | -33.8% | +75.9% | +44.0% |
| 5Y | +41.4% | -44.3% | +85.7% | +41.0% |
| All | +213.7% | -48.7% | +262.3% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling