+39.9%
ICE vs RIG
+64.1%
-24.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.9% | -8.2% | +7.3% | -0.4% |
| 30D | +4.0% | -0.2% | +4.1% | +3.9% |
| 3M | +11.0% | -2.7% | +13.7% | +11.0% |
| 6M | -5.0% | -7.5% | +2.5% | -4.8% |
| YTD | -2.7% | +38.3% | -41.0% | -5.3% |
| 1Y | -8.6% | +81.8% | -90.5% | -13.0% |
| 3Y | +41.4% | -30.2% | +71.6% | +41.6% |
| 5Y | +39.9% | +59.9% | -20.1% | +28.7% |
| All | +39.9% | +64.1% | -24.2% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling