+40.0%
ICE vs BIDU
-45.6%
+85.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.3% |
| 7D | -5.3% | -5.2% | -0.1% | -4.9% |
| 30D | +3.0% | -14.5% | +17.5% | +4.2% |
| 3M | +11.4% | -22.9% | +34.3% | +13.5% |
| 6M | -2.0% | -27.8% | +25.8% | +0.1% |
| YTD | -3.1% | -30.7% | +27.5% | -0.9% |
| 1Y | -8.4% | -15.8% | +7.4% | -8.3% |
| 3Y | +40.7% | -33.2% | +74.0% | +42.3% |
| 5Y | +40.0% | -44.8% | +84.8% | +38.7% |
| All | +40.0% | -45.6% | +85.6% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling