+2,316.3%
ICE vs BIDU
+1,331.2%
+985.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -3.0% |
| 7D | -0.7% | +2.4% | -3.1% | -1.2% |
| 30D | +7.6% | -10.5% | +18.1% | +10.0% |
| 3M | +13.9% | -26.2% | +40.1% | +21.3% |
| 6M | -2.4% | -16.4% | +14.0% | +0.1% |
| YTD | +0.3% | -23.9% | +24.1% | +4.3% |
| 1Y | -6.4% | +1.3% | -7.7% | -10.3% |
| 3Y | +43.1% | -32.1% | +75.2% | +44.9% |
| 5Y | +42.1% | -39.0% | +81.1% | +34.7% |
| 10Y | +220.9% | -44.0% | +265.0% | +173.1% |
| All | +2,316.3% | +1,331.2% | +985.0% | +552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling