+2,583.6%
ICE vs IBN
+840.4%
+1,743.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +3.6% | +1.9% | +1.8% | +2.9% |
| 30D | +15.1% | +22.1% | -7.0% | +7.1% |
| 3M | +15.4% | +17.1% | -1.7% | +8.9% |
| 6M | +16.1% | +35.5% | -19.4% | +3.8% |
| YTD | +11.4% | +16.8% | -5.5% | +4.5% |
| 1Y | +18.5% | +12.4% | +6.1% | +12.7% |
| 3Y | +70.5% | +58.0% | +12.5% | +40.8% |
| 5Y | +40.9% | +73.7% | -32.8% | +10.7% |
| 10Y | +260.6% | +385.6% | -125.0% | +69.2% |
| All | +2,583.6% | +840.4% | +1,743.2% | +494.2% |
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