+40.0%
ICE vs BTDR
+16.5%
+23.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.0% | -0.3% |
| 7D | -5.3% | -3.2% | -2.1% | -5.3% |
| 30D | +3.0% | +32.7% | -29.7% | +2.5% |
| 3M | +11.4% | -28.4% | +39.8% | +11.8% |
| 6M | -2.0% | +51.7% | -53.8% | -3.6% |
| YTD | -3.1% | +2.9% | -6.0% | -4.0% |
| 1Y | -8.4% | -15.5% | +7.1% | -9.3% |
| 3Y | +40.7% | 0.0% | +40.7% | +34.9% |
| 5Y | +40.0% | +16.5% | +23.5% | +37.4% |
| All | +40.0% | +16.5% | +23.5% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling