+129.4%
BKR vs ICE
+2,249.6%
-2,120.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.2% | -6.5% |
| 7D | -6.7% | -5.3% | -1.3% | -4.9% |
| 30D | -8.3% | +3.0% | -11.4% | -9.4% |
| 3M | -5.4% | +11.4% | -16.8% | -9.2% |
| 6M | +0.8% | -2.0% | +2.9% | +0.7% |
| YTD | +31.8% | -3.1% | +35.0% | +31.6% |
| 1Y | +28.6% | -8.4% | +37.0% | +30.5% |
| 3Y | +71.2% | +40.7% | +30.5% | +49.0% |
| 5Y | +179.2% | +40.0% | +139.3% | +140.8% |
| 10Y | +124.0% | +213.5% | -89.6% | +49.4% |
| All | +129.4% | +2,249.6% | -2,120.2% | -6.9% |
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