+2,316.3%
ICE vs BN
+1,228.3%
+1,088.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -1.9% |
| 7D | -0.7% | -2.5% | +1.8% | +0.7% |
| 30D | +7.6% | -9.5% | +17.1% | +13.4% |
| 3M | +13.9% | -10.4% | +24.3% | +20.5% |
| 6M | -2.4% | -6.4% | +4.0% | -0.1% |
| YTD | +0.3% | -11.9% | +12.1% | +5.5% |
| 1Y | -6.4% | -8.6% | +2.2% | -3.9% |
| 3Y | +43.1% | +77.6% | -34.4% | -4.2% |
| 5Y | +42.1% | +37.0% | +5.1% | +5.9% |
| 10Y | +220.9% | +266.4% | -45.5% | +16.3% |
| All | +2,316.3% | +1,228.3% | +1,088.0% | +274.9% |
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 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