+2,614.9%
ICE vs IBN
+846.4%
+1,768.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +3.2% | +11.1% | -7.9% | -0.7% |
| 30D | +14.7% | +23.9% | -9.1% | +6.2% |
| 3M | +19.8% | +16.3% | +3.5% | +13.3% |
| 6M | +15.2% | +34.2% | -19.0% | +3.4% |
| YTD | +12.7% | +17.6% | -4.9% | +5.5% |
| 1Y | +20.4% | +13.8% | +6.6% | +14.0% |
| 3Y | +70.8% | +57.0% | +13.7% | +41.3% |
| 5Y | +43.9% | +75.3% | -31.4% | +12.7% |
| 10Y | +264.8% | +388.7% | -123.9% | +70.8% |
| All | +2,614.9% | +846.4% | +1,768.5% | +499.8% |
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