+35.8%
ICE vs BP
+103.0%
-67.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +2.0% | -11.6% | +13.7% | +3.6% |
| 30D | +12.9% | 0.0% | +12.9% | +12.8% |
| 3M | +15.4% | +6.7% | +8.7% | +14.2% |
| 6M | +13.1% | +2.2% | +10.9% | +12.3% |
| YTD | +7.5% | +33.0% | -25.5% | +2.6% |
| 1Y | +18.3% | +30.7% | -12.4% | +13.2% |
| 3Y | +65.9% | +44.2% | +21.7% | +54.7% |
| All | +35.8% | +103.0% | -67.2% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling