+264.9%
ICE vs BTI
+131.8%
+133.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +3.6% | +1.6% | +2.0% | +3.2% |
| 30D | +15.1% | +9.2% | +5.9% | +12.5% |
| 3M | +15.4% | +9.6% | +5.7% | +12.6% |
| 6M | +16.1% | -2.4% | +18.6% | +16.6% |
| YTD | +11.4% | +14.2% | -2.9% | +6.9% |
| 1Y | +18.5% | +20.3% | -1.8% | +12.1% |
| 3Y | +70.5% | +147.4% | -76.9% | +31.9% |
| 5Y | +40.9% | +155.4% | -114.5% | +6.7% |
| All | +264.9% | +131.8% | +133.0% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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