+264.8%
ICE vs BN
+281.2%
-16.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +3.2% | -2.4% | +5.7% | +4.1% |
| 30D | +14.7% | +13.5% | +1.2% | +9.2% |
| 3M | +19.8% | -5.9% | +25.7% | +22.3% |
| 6M | +15.2% | -8.9% | +24.2% | +18.8% |
| YTD | +12.7% | -7.9% | +20.5% | +14.9% |
| 1Y | +20.4% | -8.3% | +28.7% | +22.8% |
| 3Y | +70.8% | +100.8% | -30.0% | +22.9% |
| 5Y | +43.9% | +38.2% | +5.7% | +18.0% |
| 10Y | +264.8% | +302.3% | -37.6% | +95.2% |
| All | +264.8% | +281.2% | -16.4% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling