+264.9%
ICE vs BIDU
-51.3%
+316.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +3.6% | -4.6% | +8.2% | +4.1% |
| 30D | +15.1% | -4.5% | +19.6% | +15.6% |
| 3M | +15.4% | -25.4% | +40.7% | +18.6% |
| 6M | +16.1% | -48.1% | +64.2% | +23.8% |
| YTD | +11.4% | -40.2% | +51.6% | +16.3% |
| 1Y | +18.5% | -35.2% | +53.7% | +22.4% |
| 3Y | +70.5% | -27.1% | +97.7% | +70.0% |
| 5Y | +40.9% | -54.2% | +95.1% | +43.8% |
| All | +264.9% | -51.3% | +316.2% | +245.8% |
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