+3.9%
ICE vs BIYA
-99.9%
+103.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | +2.2% | +10.0% | -7.8% | +2.2% |
| 30D | +13.7% | -17.7% | +31.4% | +13.7% |
| 3M | +17.9% | -55.0% | +72.9% | +18.0% |
| 6M | +15.0% | -85.1% | +100.1% | +14.8% |
| YTD | +10.9% | -96.9% | +107.8% | +11.2% |
| 1Y | +17.0% | -98.5% | +115.5% | +17.9% |
| All | +3.9% | -99.9% | +103.8% | +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