+213.7%
ICE vs BNS
+188.9%
+24.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.7% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | +4.0% | +3.5% | +0.6% | +2.3% |
| 3M | +13.7% | +14.1% | -0.4% | +6.9% |
| 6M | +0.9% | +33.8% | -32.8% | -11.9% |
| YTD | -2.1% | +29.5% | -31.6% | -13.4% |
| 1Y | -9.5% | +48.4% | -57.9% | -24.9% |
| 3Y | +42.1% | +129.6% | -87.5% | -4.8% |
| 5Y | +41.4% | +96.1% | -54.7% | +1.0% |
| All | +213.7% | +188.9% | +24.8% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling