+1,101.8%
NBIS vs ICE
-3.6%
+1,105.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.6% |
| 7D | +17.8% | -0.9% | +18.6% | +17.5% |
| 30D | +30.5% | +4.0% | +26.6% | +31.5% |
| 3M | +9.2% | +11.0% | -1.8% | +12.9% |
| 6M | +153.2% | -5.0% | +158.1% | +163.9% |
| YTD | +187.1% | -2.7% | +189.8% | +197.6% |
| 1Y | +151.1% | -8.6% | +159.7% | +165.9% |
| All | +1,101.8% | -3.6% | +1,105.3% | +1,166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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