+20.6%
ICE vs PBF
+120.1%
-99.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.7% | +9.0% | +2.3% |
| 7D | +12.2% | -0.9% | +13.1% | +12.1% |
| 30D | +15.0% | -13.7% | +28.7% | +14.9% |
| 3M | +17.6% | +10.6% | +7.0% | +17.6% |
| 6M | +12.6% | +61.2% | -48.6% | +13.1% |
| YTD | +9.1% | +172.7% | -163.6% | +10.8% |
| 1Y | +20.6% | +111.0% | -90.4% | +24.8% |
| All | +20.6% | +120.1% | -99.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling