+2,316.3%
ICE vs BP
+99.3%
+2,216.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | -0.7% | +3.9% | -4.6% | -2.2% |
| 30D | +7.6% | +7.6% | 0.0% | +4.4% |
| 3M | +13.9% | +0.7% | +13.2% | +13.0% |
| 6M | -2.4% | +15.5% | -17.8% | -8.8% |
| YTD | +0.3% | +30.8% | -30.6% | -11.4% |
| 1Y | -6.4% | +34.3% | -40.7% | -18.5% |
| 3Y | +43.1% | +35.1% | +8.1% | +20.8% |
| 5Y | +42.1% | +126.8% | -84.7% | -8.8% |
| 10Y | +220.9% | +123.4% | +97.6% | +79.8% |
| All | +2,316.3% | +99.3% | +2,216.9% | +1,092.0% |
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 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