+967.7%
BX vs ICE
+494.2%
+473.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | -4.4% | -0.7% | -3.7% | -4.1% |
| 30D | +0.1% | +7.6% | -7.5% | -3.7% |
| 3M | +16.0% | +13.9% | +2.1% | +7.9% |
| 6M | +21.6% | -2.4% | +24.0% | +22.4% |
| YTD | -8.9% | +0.3% | -9.2% | -9.9% |
| 1Y | -16.6% | -6.4% | -10.2% | -14.6% |
| 3Y | +43.3% | +43.1% | +0.2% | +18.1% |
| 5Y | +25.7% | +42.1% | -16.4% | +5.1% |
| 10Y | +689.5% | +220.9% | +468.6% | +346.0% |
| All | +967.7% | +494.2% | +473.5% | +277.7% |
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