+213.7%
ICE vs RIG
-41.2%
+254.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.1% |
| 7D | -2.4% | -3.1% | +0.7% | -2.2% |
| 30D | +4.0% | -0.5% | +4.5% | +4.0% |
| 3M | +13.7% | -6.0% | +19.6% | +13.9% |
| 6M | +0.9% | -10.1% | +11.1% | +1.2% |
| YTD | -2.1% | +37.3% | -39.4% | -4.3% |
| 1Y | -9.5% | +73.9% | -83.4% | -12.8% |
| 3Y | +42.1% | -30.2% | +72.3% | +41.6% |
| 5Y | +41.4% | +62.5% | -21.1% | +32.0% |
| All | +213.7% | -41.2% | +254.8% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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