+47.1%
ICE vs NVDX
+774.9%
-727.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.4% |
| 7D | -5.3% | -8.6% | +3.3% | -5.2% |
| 30D | +3.0% | -1.4% | +4.5% | +3.0% |
| 3M | +11.4% | +10.6% | +0.8% | +11.1% |
| 6M | -2.0% | +20.2% | -22.2% | -2.6% |
| YTD | -3.1% | +11.8% | -14.9% | -3.7% |
| 1Y | -8.4% | +12.9% | -21.3% | -9.1% |
| All | +47.1% | +774.9% | -727.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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