+2,316.3%
ICE vs RIG
-89.1%
+2,405.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.7% |
| 7D | -0.7% | +0.9% | -1.5% | -0.8% |
| 30D | +7.6% | +13.8% | -6.2% | +5.7% |
| 3M | +13.9% | -6.4% | +20.3% | +14.4% |
| 6M | -2.4% | -8.2% | +5.8% | -2.1% |
| YTD | +0.3% | +41.6% | -41.4% | -5.6% |
| 1Y | -6.4% | +88.7% | -95.1% | -15.8% |
| 3Y | +43.1% | -30.9% | +74.0% | +42.0% |
| 5Y | +42.1% | +57.7% | -15.6% | +17.0% |
| 10Y | +220.9% | -39.3% | +260.2% | +129.7% |
| All | +2,316.3% | -89.1% | +2,405.4% | +2,494.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling