+139.6%
ICE vs NVT
+731.8%
-592.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.1% |
| 7D | -2.4% | +4.1% | -6.5% | -3.2% |
| 30D | +4.0% | -5.1% | +9.1% | +4.8% |
| 3M | +13.7% | -1.2% | +14.8% | +12.7% |
| 6M | +0.9% | +46.6% | -45.6% | -9.5% |
| YTD | -2.1% | +60.0% | -62.1% | -14.4% |
| 1Y | -9.5% | +70.8% | -80.3% | -22.7% |
| 3Y | +42.1% | +187.5% | -145.5% | +0.5% |
| 5Y | +41.4% | +426.1% | -384.8% | -18.4% |
| All | +139.6% | +731.8% | -592.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling