+42.5%
ICE vs BN
+79.0%
-36.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.5% |
| 7D | -1.2% | -1.2% | 0.0% | -0.8% |
| 30D | +5.0% | -10.9% | +15.9% | +8.1% |
| 3M | +13.9% | -11.1% | +25.0% | +17.3% |
| 6M | -4.4% | -4.4% | 0.0% | -3.7% |
| YTD | -1.9% | -14.1% | +12.2% | +1.6% |
| 1Y | -8.1% | -11.1% | +2.9% | -5.8% |
| 3Y | +42.5% | +75.6% | -33.1% | +22.9% |
| All | +42.5% | +79.0% | -36.5% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling