+130.8%
SLB vs ICE
+42.3%
+88.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +15.8% | +7.6% | +8.2% | +13.8% |
| 3M | -0.3% | +13.9% | -14.3% | -3.5% |
| 6M | +21.3% | -2.4% | +23.7% | +21.8% |
| YTD | +52.3% | +0.3% | +52.0% | +51.1% |
| 1Y | +63.6% | -6.4% | +70.0% | +65.4% |
| 3Y | +3.8% | +43.1% | -39.3% | -7.5% |
| All | +130.8% | +42.3% | +88.5% | +86.5% |
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