+264.9%
ICE vs BUD
-2.1%
+266.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +3.6% | +1.0% | +2.6% | +3.4% |
| 30D | +15.1% | +6.7% | +8.4% | +13.3% |
| 3M | +15.4% | +5.7% | +9.7% | +13.8% |
| 6M | +16.1% | +5.8% | +10.3% | +14.3% |
| YTD | +11.4% | +34.4% | -23.0% | +3.0% |
| 1Y | +18.5% | +33.3% | -14.8% | +9.8% |
| 3Y | +70.5% | +48.8% | +21.7% | +52.4% |
| 5Y | +40.9% | +52.5% | -11.6% | +23.3% |
| All | +264.9% | -2.1% | +266.9% | +225.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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