-9.5%
ICE vs NVT
+71.6%
-81.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +1.6% |
| 7D | -2.4% | +4.1% | -6.5% | -1.9% |
| 30D | +4.0% | -5.1% | +9.1% | +3.4% |
| 3M | +13.7% | -1.2% | +14.8% | +13.9% |
| 6M | +0.9% | +46.6% | -45.6% | +3.2% |
| YTD | -2.1% | +60.0% | -62.1% | +0.4% |
| 1Y | -9.5% | +70.8% | -80.3% | -6.4% |
| All | -9.5% | +71.6% | -81.1% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling