+40.6%
ICE vs NVT
+178.0%
-137.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | -5.3% | +2.0% | -7.4% | -5.4% |
| 30D | +3.0% | -7.2% | +10.2% | +3.2% |
| 3M | +11.4% | -0.9% | +12.3% | +11.0% |
| 6M | -2.0% | +42.6% | -44.6% | -5.7% |
| YTD | -3.1% | +52.9% | -56.0% | -7.6% |
| 1Y | -8.4% | +64.5% | -72.8% | -13.6% |
| All | +40.6% | +178.0% | -137.3% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling