+213.7%
ICE vs BRO
+294.2%
-80.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.4% | -7.3% | +4.9% | +1.2% |
| 30D | +4.0% | -6.9% | +10.9% | +7.6% |
| 3M | +13.7% | +10.7% | +3.0% | +7.5% |
| 6M | +0.9% | -2.7% | +3.6% | +1.2% |
| YTD | -2.1% | -16.3% | +14.2% | +5.3% |
| 1Y | -9.5% | -29.1% | +19.6% | +5.6% |
| 3Y | +42.1% | -7.8% | +49.9% | +40.3% |
| 5Y | +41.4% | +18.7% | +22.6% | +17.4% |
| All | +213.7% | +294.2% | -80.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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