+41.3%
ICE vs BROS
+62.9%
-21.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -0.9% | -6.6% | +5.7% | -0.6% |
| 30D | +4.0% | -12.3% | +16.3% | +4.6% |
| 3M | +11.0% | -22.2% | +33.2% | +11.9% |
| 6M | -5.0% | -14.3% | +9.3% | -4.9% |
| YTD | -2.7% | -26.6% | +23.9% | -1.9% |
| 1Y | -8.6% | -31.5% | +22.9% | -7.8% |
| All | +41.3% | +62.9% | -21.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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