+2,583.6%
ICE vs BLDR
+286.2%
+2,297.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.2% |
| 7D | +3.6% | -3.0% | +6.6% | +4.1% |
| 30D | +15.1% | +20.1% | -5.0% | +11.0% |
| 3M | +15.4% | -17.5% | +32.9% | +18.8% |
| 6M | +16.1% | -16.1% | +32.2% | +18.1% |
| YTD | +11.4% | -41.0% | +52.4% | +19.5% |
| 1Y | +18.5% | -41.6% | +60.1% | +27.2% |
| 3Y | +70.5% | -50.8% | +121.4% | +81.8% |
| 5Y | +40.9% | -10.8% | +51.7% | +29.7% |
| 10Y | +260.6% | +486.3% | -225.7% | +110.3% |
| All | +2,583.6% | +286.2% | +2,297.4% | +1,029.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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