+38.5%
ICE vs BTDR
+19.6%
+18.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.0% |
| 7D | -2.4% | -3.4% | +1.0% | -2.3% |
| 30D | +4.0% | +32.6% | -28.6% | +3.5% |
| 3M | +13.7% | -32.2% | +45.9% | +14.2% |
| 6M | +0.9% | +52.4% | -51.4% | -0.6% |
| YTD | -2.1% | +6.7% | -8.8% | -3.1% |
| 1Y | -9.5% | -15.2% | +5.7% | -10.4% |
| 3Y | +42.1% | +14.9% | +27.2% | +36.2% |
| 5Y | +41.4% | +20.8% | +20.6% | +37.2% |
| All | +38.5% | +19.6% | +18.9% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling