+70.5%
ICE vs BIIB
+13.5%
+57.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | +3.6% | +2.0% | +1.6% | +3.4% |
| 30D | +15.1% | +8.8% | +6.3% | +14.2% |
| 3M | +15.4% | +20.3% | -4.9% | +13.5% |
| 6M | +16.1% | +23.9% | -7.8% | +13.8% |
| YTD | +11.4% | +44.0% | -32.6% | +7.0% |
| 1Y | +18.5% | +53.8% | -35.4% | +12.7% |
| 3Y | +70.5% | +13.8% | +56.7% | +65.4% |
| All | +70.5% | +13.5% | +57.0% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling