-8.1%
ICE vs BIYA
-99.8%
+91.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.2% | +2.7% | -3.9% | -1.2% |
| 30D | +5.0% | -18.7% | +23.7% | +5.0% |
| 3M | +13.9% | -72.0% | +85.9% | +13.7% |
| 6M | -4.4% | -86.4% | +82.0% | -4.5% |
| YTD | -1.9% | -94.2% | +92.2% | -1.8% |
| 1Y | -8.1% | -98.4% | +90.3% | -7.3% |
| All | -8.1% | -99.8% | +91.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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