+819.2%
ICE vs BUD
+218.9%
+600.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +1.0% | +1.3% | -0.3% | +0.6% |
| 30D | +11.4% | +10.0% | +1.4% | +8.3% |
| 3M | +16.2% | +1.6% | +14.6% | +15.5% |
| 6M | +12.5% | +6.5% | +6.0% | +10.1% |
| YTD | +8.6% | +34.8% | -26.3% | -1.6% |
| 1Y | +18.4% | +36.5% | -18.1% | +6.8% |
| 3Y | +66.4% | +49.0% | +17.5% | +44.3% |
| 5Y | +37.2% | +51.7% | -14.5% | +16.1% |
| 10Y | +244.8% | -7.5% | +252.4% | +223.6% |
| All | +819.2% | +218.9% | +600.3% | +333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling