+2,316.3%
ICE vs IBN
+725.4%
+1,590.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | +7.6% | -0.3% | +8.0% | +7.7% |
| 3M | +13.9% | +17.1% | -3.2% | +7.4% |
| 6M | -2.4% | +3.4% | -5.7% | -4.0% |
| YTD | +0.3% | +2.5% | -2.3% | -1.4% |
| 1Y | -6.4% | -4.2% | -2.3% | -5.9% |
| 3Y | +43.1% | +32.4% | +10.7% | +25.9% |
| 5Y | +42.1% | +59.2% | -17.1% | +14.9% |
| 10Y | +220.9% | +345.7% | -124.7% | +54.0% |
| All | +2,316.3% | +725.4% | +1,590.8% | +461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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