+42.9%
ICE vs NVD
-99.1%
+142.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.4% |
| 7D | -5.3% | +9.0% | -14.4% | -5.2% |
| 30D | +3.0% | -5.5% | +8.5% | +3.0% |
| 3M | +11.4% | -24.6% | +36.1% | +11.0% |
| 6M | -2.0% | -42.1% | +40.0% | -2.9% |
| YTD | -3.1% | -44.3% | +41.2% | -3.9% |
| 1Y | -8.4% | -54.2% | +45.8% | -9.5% |
| 3Y | +40.7% | -99.1% | +139.9% | +18.5% |
| All | +42.9% | -99.1% | +142.0% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling