+41.7%
ICE vs BR
+8.0%
+33.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -2.4% | -3.0% | +0.6% | -1.1% |
| 30D | +4.0% | -0.3% | +4.3% | +4.1% |
| 3M | +13.7% | +17.3% | -3.6% | +5.1% |
| 6M | +0.9% | -6.7% | +7.6% | +3.5% |
| YTD | -2.1% | -23.4% | +21.3% | +9.8% |
| 1Y | -9.5% | -32.7% | +23.2% | +7.9% |
| 3Y | +42.1% | -5.9% | +48.0% | +42.3% |
| All | +41.7% | +8.0% | +33.7% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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