+40.9%
ICE vs BN
+31.1%
+9.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +3.6% | -1.0% | +4.6% | +3.9% |
| 30D | +15.1% | +14.0% | +1.1% | +10.1% |
| 3M | +15.4% | -9.0% | +24.4% | +18.7% |
| 6M | +16.1% | -8.8% | +25.0% | +19.2% |
| YTD | +11.4% | -10.3% | +21.6% | +14.4% |
| 1Y | +18.5% | -5.8% | +24.3% | +19.6% |
| 3Y | +70.5% | +94.8% | -24.2% | +27.5% |
| All | +40.9% | +31.1% | +9.9% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling