+42.1%
ICE vs BTDR
+4.4%
+37.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.9% |
| 7D | -2.4% | -3.4% | +1.0% | -2.3% |
| 30D | +4.0% | +32.6% | -28.6% | +3.3% |
| 3M | +13.7% | -32.2% | +45.9% | +14.4% |
| 6M | +0.9% | +52.4% | -51.4% | -1.2% |
| YTD | -2.1% | +6.7% | -8.8% | -3.4% |
| 1Y | -9.5% | -15.2% | +5.7% | -10.7% |
| 3Y | +42.1% | +14.9% | +27.2% | +33.4% |
| All | +42.1% | +4.4% | +37.7% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling