+62.5%
SLB vs ICE
+34.9%
+27.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -7.1% | +2.0% | -9.1% | -7.5% |
| 30D | +4.1% | +12.9% | -8.8% | +1.2% |
| 3M | -2.6% | +15.4% | -18.1% | -5.9% |
| 6M | -8.6% | +13.1% | -21.6% | -11.3% |
| YTD | +32.2% | +7.5% | +24.7% | +29.0% |
| 1Y | +40.7% | +18.3% | +22.3% | +33.5% |
| 3Y | -4.5% | +65.9% | -70.4% | -18.7% |
| All | +62.5% | +34.9% | +27.7% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling