+44.6%
ICE vs NVD
-99.2%
+143.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.1% |
| 7D | -1.2% | -7.7% | +6.5% | -1.3% |
| 30D | +5.0% | -5.8% | +10.8% | +4.9% |
| 3M | +13.9% | -23.2% | +37.1% | +13.5% |
| 6M | -4.4% | -49.7% | +45.3% | -5.5% |
| YTD | -1.9% | -47.7% | +45.8% | -2.8% |
| 1Y | -8.1% | -61.3% | +53.2% | -9.6% |
| 3Y | +42.5% | -99.2% | +141.7% | +19.8% |
| All | +44.6% | -99.2% | +143.8% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling