+2,573.8%
ICE vs BN
+1,274.6%
+1,299.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +13.7% | +13.6% | +0.2% | +6.0% |
| 3M | +17.9% | -6.7% | +24.6% | +21.8% |
| 6M | +15.0% | -9.0% | +23.9% | +19.9% |
| YTD | +10.9% | -8.8% | +19.7% | +14.3% |
| 1Y | +17.0% | -10.6% | +27.6% | +21.5% |
| 3Y | +68.2% | +98.8% | -30.6% | +6.2% |
| 5Y | +40.4% | +33.6% | +6.8% | +6.5% |
| 10Y | +259.3% | +298.3% | -39.1% | +23.7% |
| All | +2,573.8% | +1,274.6% | +1,299.2% | +306.0% |
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