+45.8%
SLB vs ICE
+17.9%
+27.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +3.5% | +3.6% | -0.1% | +3.5% |
| 30D | +6.5% | +15.1% | -8.6% | +6.2% |
| 3M | -0.2% | +15.4% | -15.6% | -0.6% |
| 6M | -5.7% | +16.1% | -21.9% | -6.1% |
| YTD | +36.8% | +11.4% | +25.5% | +29.4% |
| 1Y | +45.8% | +18.5% | +27.3% | +28.6% |
| All | +45.8% | +17.9% | +27.9% | +28.6% |
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