+42.1%
ICE vs BRKR
-11.8%
+53.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.0% |
| 7D | -2.4% | -8.7% | +6.3% | -2.0% |
| 30D | +4.0% | -9.9% | +13.9% | +4.4% |
| 3M | +13.7% | -3.1% | +16.8% | +13.5% |
| 6M | +0.9% | +45.5% | -44.6% | -2.0% |
| YTD | -2.1% | +13.7% | -15.8% | -3.5% |
| 1Y | -9.5% | +67.4% | -76.9% | -13.2% |
| 3Y | +42.1% | -13.2% | +55.3% | +40.9% |
| All | +42.1% | -11.8% | +53.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling