+20.4%
ICE vs BP
+27.8%
-7.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | +14.7% | -3.1% | +17.9% | +14.9% |
| 3M | +19.8% | +6.2% | +13.6% | +19.4% |
| 6M | +15.2% | +4.8% | +10.4% | +14.1% |
| YTD | +12.7% | +35.2% | -22.5% | +12.5% |
| 1Y | +20.4% | +27.4% | -7.0% | +21.6% |
| All | +20.4% | +27.8% | -7.4% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling