-6.4%
ICE vs BTDR
-4.8%
-1.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -6.0% | -2.0% |
| 7D | -0.7% | +20.0% | -20.6% | -0.6% |
| 30D | +7.6% | +11.9% | -4.3% | +7.6% |
| 3M | +13.9% | -36.9% | +50.9% | +14.3% |
| 6M | -2.4% | +56.5% | -58.9% | -3.9% |
| YTD | +0.3% | +10.4% | -10.2% | -0.5% |
| 1Y | -6.4% | +3.1% | -9.5% | -8.0% |
| All | -6.4% | -4.8% | -1.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling