+2,316.3%
ICE vs BLDR
+318.8%
+1,997.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.5% |
| 7D | -0.7% | -2.8% | +2.2% | -0.2% |
| 30D | +7.6% | -13.3% | +20.9% | +10.2% |
| 3M | +13.9% | -12.3% | +26.2% | +15.6% |
| 6M | -2.4% | -31.5% | +29.1% | +2.9% |
| YTD | +0.3% | -36.1% | +36.3% | +6.5% |
| 1Y | -6.4% | -54.1% | +47.7% | +5.2% |
| 3Y | +43.1% | -55.8% | +98.9% | +55.9% |
| 5Y | +42.1% | +20.7% | +21.4% | +23.9% |
| 10Y | +220.9% | +390.2% | -169.3% | +94.1% |
| All | +2,316.3% | +318.8% | +1,997.5% | +906.5% |
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