+45.1%
ICE vs BTSG
+493.4%
-448.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.6% | +6.0% | -2.4% | +3.2% |
| 30D | +15.1% | +12.4% | +2.7% | +14.0% |
| 3M | +15.4% | +18.2% | -2.9% | +13.9% |
| 6M | +16.1% | +26.0% | -9.9% | +13.5% |
| YTD | +11.4% | +90.1% | -78.8% | +4.5% |
| 1Y | +18.5% | +124.3% | -105.8% | +9.4% |
| All | +45.1% | +493.4% | -448.3% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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