+28.7%
ICE vs NVTS
-16.8%
+45.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +1.0% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | +4.0% | -16.5% | +20.5% | +4.3% |
| 3M | +13.7% | -47.6% | +61.3% | +14.8% |
| 6M | +0.9% | +7.3% | -6.3% | -0.2% |
| YTD | -2.1% | +62.9% | -65.0% | -4.5% |
| 1Y | -9.5% | +91.3% | -100.8% | -12.6% |
| 3Y | +42.1% | +43.4% | -1.3% | +38.5% |
| All | +28.7% | -16.8% | +45.5% | +23.7% |
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