+213.7%
ICE vs BIIB
-26.2%
+239.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -2.4% | -1.7% | -0.7% | -2.2% |
| 30D | +4.0% | +4.0% | 0.0% | +3.5% |
| 3M | +13.7% | +8.6% | +5.1% | +12.3% |
| 6M | +0.9% | +14.0% | -13.1% | -1.1% |
| YTD | -2.1% | +23.4% | -25.5% | -5.3% |
| 1Y | -9.5% | +45.9% | -55.4% | -14.4% |
| 3Y | +42.1% | -16.1% | +58.2% | +43.0% |
| 5Y | +41.4% | -27.6% | +69.0% | +42.9% |
| All | +213.7% | -26.2% | +239.8% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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