+40.0%
ICE vs BTI
+116.2%
-76.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -5.3% | -2.0% | -3.4% | -4.9% |
| 30D | +3.0% | -3.4% | +6.4% | +3.8% |
| 3M | +11.4% | -9.0% | +20.4% | +13.7% |
| 6M | -2.0% | -5.0% | +3.0% | -1.2% |
| YTD | -3.1% | -0.3% | -2.8% | -3.6% |
| 1Y | -8.4% | +3.1% | -11.5% | -9.6% |
| 3Y | +40.7% | +111.0% | -70.2% | +15.8% |
| 5Y | +40.0% | +117.0% | -77.1% | +15.5% |
| All | +40.0% | +116.2% | -76.3% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling