+2,244.9%
ICE vs PBR
+525.9%
+1,719.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +4.0% | +17.5% | -13.6% | -0.5% |
| 3M | +11.0% | +20.9% | -9.9% | +5.2% |
| 6M | -5.0% | +20.2% | -25.2% | -10.3% |
| YTD | -2.7% | +84.3% | -87.0% | -18.2% |
| 1Y | -8.6% | +77.1% | -85.7% | -22.6% |
| 3Y | +41.4% | +100.8% | -59.5% | +12.7% |
| 5Y | +39.9% | +556.1% | -516.3% | -24.4% |
| 10Y | +214.9% | +676.1% | -461.2% | +28.3% |
| All | +2,244.9% | +525.9% | +1,719.0% | +533.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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