+2,234.6%
ICE vs BNY
+662.7%
+1,571.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -5.3% | -1.1% | -4.3% | -4.8% |
| 30D | +3.0% | +1.4% | +1.6% | +2.2% |
| 3M | +11.4% | +16.8% | -5.4% | +2.0% |
| 6M | -2.0% | +42.0% | -44.0% | -19.6% |
| YTD | -3.1% | +41.9% | -45.0% | -20.5% |
| 1Y | -8.4% | +59.2% | -67.6% | -29.4% |
| 3Y | +40.7% | +290.9% | -250.2% | -34.8% |
| 5Y | +40.0% | +259.0% | -219.1% | -34.7% |
| 10Y | +213.5% | +413.0% | -199.5% | +7.6% |
| All | +2,234.6% | +662.7% | +1,571.9% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling