+2,316.3%
ICE vs BTI
+657.7%
+1,658.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -0.7% | -1.4% | +0.7% | 0.0% |
| 30D | +7.6% | -6.6% | +14.2% | +11.0% |
| 3M | +13.9% | -3.0% | +16.9% | +15.0% |
| 6M | -2.4% | -6.7% | +4.3% | -0.1% |
| YTD | +0.3% | +0.6% | -0.3% | -1.4% |
| 1Y | -6.4% | +5.6% | -12.0% | -10.2% |
| 3Y | +43.1% | +110.3% | -67.2% | -3.7% |
| 5Y | +42.1% | +114.3% | -72.2% | -7.8% |
| 10Y | +220.9% | +67.7% | +153.3% | +119.1% |
| All | +2,316.3% | +657.7% | +1,658.5% | +454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling