+41.7%
ICE vs BTG
+78.0%
-36.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -2.4% | -3.8% | +1.4% | -2.1% |
| 30D | +4.0% | +3.6% | +0.4% | +3.6% |
| 3M | +13.7% | +32.0% | -18.3% | +10.6% |
| 6M | +0.9% | +3.4% | -2.4% | 0.0% |
| YTD | -2.1% | +20.8% | -22.9% | -5.0% |
| 1Y | -9.5% | +22.4% | -31.9% | -12.9% |
| 3Y | +42.1% | +91.7% | -49.6% | +27.2% |
| All | +41.7% | +78.0% | -36.3% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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