+140.2%
ICE vs NVT
+732.7%
-592.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -3.0% |
| 7D | -1.2% | +10.4% | -11.5% | -3.0% |
| 30D | +5.0% | -1.3% | +6.3% | +5.0% |
| 3M | +13.9% | -0.6% | +14.5% | +12.7% |
| 6M | -4.4% | +53.8% | -58.2% | -15.2% |
| YTD | -1.9% | +60.2% | -62.1% | -14.2% |
| 1Y | -8.1% | +76.8% | -84.9% | -22.2% |
| 3Y | +42.5% | +191.2% | -148.7% | +0.4% |
| 5Y | +40.6% | +430.9% | -390.3% | -19.0% |
| All | +140.2% | +732.7% | -592.6% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling