+214.9%
ICE vs BUD
-24.2%
+239.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -0.9% | -1.3% | +0.5% | -0.5% |
| 30D | +4.0% | -6.1% | +10.1% | +5.5% |
| 3M | +11.0% | -3.8% | +14.7% | +11.8% |
| 6M | -5.0% | +8.2% | -13.1% | -7.0% |
| YTD | -2.7% | +23.6% | -26.3% | -8.0% |
| 1Y | -8.6% | +33.4% | -42.1% | -15.3% |
| 3Y | +41.4% | +45.3% | -4.0% | +27.2% |
| 5Y | +39.9% | +44.3% | -4.4% | +24.1% |
| 10Y | +214.9% | -22.8% | +237.7% | +183.9% |
| All | +214.9% | -24.2% | +239.1% | +183.9% |
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