-6.1%
ICE vs BIYA
-99.8%
+93.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -0.7% | +1.3% | -2.0% | -0.7% |
| 30D | +7.6% | -21.0% | +28.6% | +7.7% |
| 3M | +13.9% | -74.3% | +88.3% | +13.7% |
| 6M | -2.4% | -84.6% | +82.3% | -2.5% |
| YTD | +0.3% | -94.2% | +94.4% | +0.4% |
| 1Y | -6.4% | -98.2% | +91.8% | -5.7% |
| All | -6.1% | -99.8% | +93.7% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling