+2,614.9%
ICE vs BN
+1,288.5%
+1,326.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | +3.2% | -2.4% | +5.7% | +4.5% |
| 30D | +14.7% | +13.5% | +1.2% | +7.0% |
| 3M | +19.8% | -5.9% | +25.7% | +23.3% |
| 6M | +15.2% | -8.9% | +24.2% | +20.1% |
| YTD | +12.7% | -7.9% | +20.5% | +15.4% |
| 1Y | +20.4% | -8.3% | +28.7% | +23.4% |
| 3Y | +70.8% | +100.8% | -30.0% | +7.3% |
| 5Y | +43.9% | +38.2% | +5.7% | +7.0% |
| 10Y | +264.8% | +302.3% | -37.6% | +25.0% |
| All | +2,614.9% | +1,288.5% | +1,326.4% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling