+2,583.6%
ICE vs BIIB
+474.7%
+2,108.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +3.6% | +2.0% | +1.6% | +3.1% |
| 30D | +15.1% | +8.8% | +6.3% | +12.8% |
| 3M | +15.4% | +20.3% | -4.9% | +10.3% |
| 6M | +16.1% | +23.9% | -7.8% | +9.6% |
| YTD | +11.4% | +44.0% | -32.6% | +0.7% |
| 1Y | +18.5% | +53.8% | -35.4% | +5.4% |
| 3Y | +70.5% | +13.8% | +56.7% | +60.2% |
| 5Y | +40.9% | -6.3% | +47.2% | +34.9% |
| 10Y | +260.6% | -20.6% | +281.2% | +207.5% |
| All | +2,583.6% | +474.7% | +2,108.9% | +569.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling