+70.5%
ICE vs NVD
-98.4%
+168.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.4% |
| 7D | +3.6% | +28.6% | -25.0% | +3.9% |
| 30D | +15.1% | +73.6% | -58.5% | +15.8% |
| 3M | +15.4% | +70.1% | -54.7% | +16.1% |
| 6M | +16.1% | +53.6% | -37.4% | +16.9% |
| YTD | +11.4% | -7.0% | +18.3% | +11.2% |
| 1Y | +18.5% | -9.0% | +27.4% | +18.3% |
| 3Y | +70.5% | -98.3% | +168.9% | +52.3% |
| All | +70.5% | -98.4% | +168.9% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling