-8.4%
ICE vs BN
-13.5%
+5.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -5.3% | -5.9% | +0.5% | -3.8% |
| 30D | +3.0% | -15.1% | +18.1% | +7.4% |
| 3M | +11.4% | -14.6% | +26.0% | +16.0% |
| 6M | -2.0% | -8.4% | +6.4% | -0.1% |
| YTD | -3.1% | -16.8% | +13.7% | +2.1% |
| 1Y | -8.4% | -14.4% | +6.0% | -4.6% |
| All | -8.4% | -13.5% | +5.2% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling