+171.6%
BKR vs ICE
+40.4%
+131.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -7.0% | -2.4% | -4.6% | -6.4% |
| 30D | -8.1% | +4.0% | -12.1% | -9.3% |
| 3M | -6.6% | +13.7% | -20.3% | -10.3% |
| 6M | +0.9% | +0.9% | -0.1% | +0.2% |
| YTD | +31.1% | -2.1% | +33.2% | +30.8% |
| 1Y | +27.7% | -9.5% | +37.2% | +31.2% |
| 3Y | +71.2% | +42.1% | +29.1% | +46.2% |
| All | +171.6% | +40.4% | +131.2% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling