+31.8%
ICE vs NVTS
-15.6%
+47.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.3% | -2.1% |
| 7D | -0.7% | +2.7% | -3.4% | -0.7% |
| 30D | +7.6% | -4.5% | +12.1% | +7.6% |
| 3M | +13.9% | -61.5% | +75.5% | +15.7% |
| 6M | -2.4% | +28.0% | -30.3% | -3.9% |
| YTD | +0.3% | +65.3% | -65.0% | -2.2% |
| 1Y | -6.4% | +113.0% | -119.4% | -9.8% |
| 3Y | +43.1% | +34.7% | +8.4% | +40.4% |
| All | +31.8% | -15.6% | +47.4% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling