+214.9%
ICE vs BP
+132.0%
+82.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -0.9% | +4.0% | -4.8% | -1.7% |
| 30D | +4.0% | +7.8% | -3.9% | +2.3% |
| 3M | +11.0% | +8.4% | +2.6% | +8.9% |
| 6M | -5.0% | +15.1% | -20.0% | -8.1% |
| YTD | -2.7% | +36.4% | -39.1% | -9.4% |
| 1Y | -8.6% | +40.9% | -49.5% | -15.7% |
| 3Y | +41.4% | +38.8% | +2.5% | +29.2% |
| 5Y | +39.9% | +141.1% | -101.2% | +9.8% |
| 10Y | +214.9% | +133.9% | +81.0% | +133.6% |
| All | +214.9% | +132.0% | +82.9% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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