+46.2%
SLB vs ICE
+21.0%
+25.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.1% |
| 7D | -4.1% | +12.2% | -16.2% | -4.2% |
| 30D | +2.5% | +15.0% | -12.4% | +2.2% |
| 3M | +2.0% | +17.6% | -15.6% | +1.5% |
| 6M | -6.3% | +12.6% | -18.9% | -6.6% |
| YTD | +36.5% | +9.1% | +27.4% | +30.3% |
| 1Y | +46.2% | +20.6% | +25.6% | +30.3% |
| All | +46.2% | +21.0% | +25.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling