-9.3%
ICE vs BIYA
-99.8%
+90.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -5.3% | -1.3% | -4.0% | -5.3% |
| 30D | +3.0% | -15.9% | +18.9% | +3.1% |
| 3M | +11.4% | -81.2% | +92.7% | +11.2% |
| 6M | -2.0% | -88.2% | +86.2% | -2.1% |
| YTD | -3.1% | -94.1% | +91.0% | -3.0% |
| 1Y | -8.4% | -98.7% | +90.3% | -7.3% |
| All | -9.3% | -99.8% | +90.5% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling