+120.2%
BKR vs ICE
+220.6%
-100.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -7.0% | -2.4% | -4.6% | -5.9% |
| 30D | -8.1% | +4.0% | -12.1% | -10.2% |
| 3M | -6.6% | +13.7% | -20.3% | -13.2% |
| 6M | +0.9% | +0.9% | -0.1% | -0.8% |
| YTD | +31.1% | -2.1% | +33.2% | +29.9% |
| 1Y | +27.7% | -9.5% | +37.2% | +31.8% |
| 3Y | +71.2% | +42.1% | +29.1% | +33.3% |
| 5Y | +177.6% | +41.4% | +136.3% | +110.4% |
| All | +120.2% | +220.6% | -100.5% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling