+2,583.6%
ICE vs RIG
-89.7%
+2,673.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.8% | -0.2% |
| 7D | +3.6% | +5.7% | -2.1% | +2.9% |
| 30D | +15.1% | -0.7% | +15.8% | +14.8% |
| 3M | +15.4% | -3.1% | +18.5% | +15.2% |
| 6M | +16.1% | -16.3% | +32.4% | +17.7% |
| YTD | +11.4% | +34.1% | -22.8% | +5.1% |
| 1Y | +18.5% | +38.2% | -19.7% | +11.2% |
| 3Y | +70.5% | -15.3% | +85.8% | +64.0% |
| 5Y | +40.9% | +62.5% | -21.5% | +15.6% |
| 10Y | +260.6% | -46.6% | +307.1% | +167.8% |
| All | +2,583.6% | -89.7% | +2,673.3% | +2,788.4% |
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