+264.9%
ICE vs RIG
-46.1%
+310.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.8% | +0.2% |
| 7D | +3.6% | +5.7% | -2.1% | +3.3% |
| 30D | +15.1% | -0.7% | +15.8% | +15.0% |
| 3M | +15.4% | -3.1% | +18.5% | +15.3% |
| 6M | +16.1% | -16.3% | +32.4% | +16.8% |
| YTD | +11.4% | +34.1% | -22.8% | +8.9% |
| 1Y | +18.5% | +38.2% | -19.7% | +15.6% |
| 3Y | +70.5% | -15.3% | +85.8% | +68.0% |
| 5Y | +40.9% | +62.5% | -21.5% | +31.6% |
| All | +264.9% | -46.1% | +310.9% | +223.3% |
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