+40.0%
ICE vs NVT
+399.9%
-360.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -5.3% | +2.0% | -7.4% | -5.6% |
| 30D | +3.0% | -7.2% | +10.2% | +3.7% |
| 3M | +11.4% | -0.9% | +12.3% | +10.6% |
| 6M | -2.0% | +42.6% | -44.6% | -9.0% |
| YTD | -3.1% | +52.9% | -56.0% | -11.5% |
| 1Y | -8.4% | +64.5% | -72.8% | -18.0% |
| 3Y | +40.7% | +178.0% | -137.2% | +4.8% |
| 5Y | +40.0% | +402.8% | -362.8% | -16.5% |
| All | +40.0% | +399.9% | -360.0% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling