+57.6%
ICE vs BTDR
-44.0%
+101.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.6% | +9.0% | +0.5% |
| 7D | +3.6% | -6.9% | +10.5% | +3.7% |
| 30D | +15.1% | -31.5% | +46.6% | +15.6% |
| 3M | +15.4% | -36.1% | +51.4% | +15.9% |
| 6M | +16.1% | -57.6% | +73.8% | +17.0% |
| YTD | +11.4% | -50.0% | +61.4% | +11.4% |
| 1Y | +18.5% | -49.6% | +68.1% | +18.4% |
| 3Y | +70.5% | +48.5% | +22.0% | +65.8% |
| 5Y | +40.9% | -43.8% | +84.8% | +38.2% |
| All | +57.6% | -44.0% | +101.6% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling