+590.5%
ICE vs BIL
+30.8%
+559.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.2% |
| 7D | +1.0% | +0.1% | +0.9% | +1.7% |
| 30D | +11.4% | 0.0% | +11.5% | +11.1% |
| 3M | +16.2% | +0.6% | +15.6% | +22.8% |
| 6M | +12.5% | +1.5% | +11.0% | +29.4% |
| YTD | +8.6% | +2.8% | +5.8% | +40.3% |
| 1Y | +18.4% | +3.3% | +15.0% | +61.0% |
| 3Y | +66.4% | +13.4% | +53.0% | +448.1% |
| 5Y | +37.2% | +19.8% | +17.4% | +683.0% |
| 10Y | +244.8% | +25.6% | +219.2% | +3,164.3% |
| All | +590.5% | +30.8% | +559.7% | +6,639.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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