+27.9%
ICE vs NVTS
-17.0%
+45.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | -0.9% | +3.5% | -4.3% | -0.9% |
| 30D | +4.0% | -11.9% | +15.9% | +4.1% |
| 3M | +11.0% | -49.2% | +60.2% | +12.1% |
| 6M | -5.0% | +38.4% | -43.4% | -6.6% |
| YTD | -2.7% | +62.5% | -65.2% | -5.0% |
| 1Y | -8.6% | +101.4% | -110.0% | -11.9% |
| 3Y | +41.4% | +40.4% | +0.9% | +38.0% |
| All | +27.9% | -17.0% | +45.0% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling