+46.4%
ICE vs NVTS
-36.0%
+82.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.7% | +0.5% |
| 7D | +3.6% | +3.9% | -0.3% | +3.6% |
| 30D | +15.1% | -4.3% | +19.4% | +15.1% |
| 3M | +15.4% | -34.5% | +49.9% | +16.0% |
| 6M | +16.1% | -57.7% | +73.9% | +17.2% |
| YTD | +11.4% | +25.4% | -14.0% | +9.0% |
| 1Y | +18.5% | +13.1% | +5.3% | +16.1% |
| 3Y | +70.5% | +48.9% | +21.6% | +63.0% |
| 5Y | +40.9% | -51.8% | +92.7% | +32.1% |
| All | +46.4% | -36.0% | +82.4% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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