+41.7%
ICE vs BNY
+256.6%
-214.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | +4.0% | -0.2% | +4.2% | +4.0% |
| 3M | +13.7% | +14.9% | -1.3% | +7.8% |
| 6M | +0.9% | +40.0% | -39.1% | -11.2% |
| YTD | -2.1% | +42.0% | -44.1% | -14.3% |
| 1Y | -9.5% | +56.9% | -66.4% | -23.6% |
| 3Y | +42.1% | +289.9% | -247.8% | -13.5% |
| All | +41.7% | +256.6% | -214.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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