+2,551.3%
ICE vs BP
+102.8%
+2,448.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +3.2% | -6.3% | +9.5% | +5.7% |
| 30D | +12.9% | -3.6% | +16.5% | +14.2% |
| 3M | +17.5% | +5.2% | +12.3% | +14.6% |
| 6M | +14.0% | +5.3% | +8.7% | +10.4% |
| YTD | +10.0% | +33.1% | -23.1% | -3.8% |
| 1Y | +19.5% | +26.3% | -6.7% | +6.5% |
| 3Y | +66.8% | +47.5% | +19.3% | +35.6% |
| 5Y | +40.3% | +106.2% | -65.8% | -5.8% |
| 10Y | +249.7% | +127.0% | +122.7% | +94.2% |
| All | +2,551.3% | +102.8% | +2,448.5% | +1,193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling