+851.5%
BX vs ICE
+560.0%
+291.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.6% | +3.6% | -3.0% | -1.3% |
| 30D | +14.2% | +15.1% | -0.8% | +6.2% |
| 3M | -18.7% | +15.4% | -34.1% | -24.7% |
| 6M | +2.5% | +16.1% | -13.7% | -5.6% |
| YTD | -18.8% | +11.4% | -30.2% | -24.0% |
| 1Y | -10.3% | +18.5% | -28.8% | -18.7% |
| 3Y | +35.4% | +70.5% | -35.1% | +1.8% |
| 5Y | +0.3% | +40.9% | -40.7% | -16.2% |
| 10Y | +668.4% | +260.6% | +407.8% | +309.3% |
| All | +851.5% | +560.0% | +291.6% | +218.6% |
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