+57.0%
ICE vs NXT
+178.8%
-121.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.7% |
| 30D | +7.6% | -15.3% | +23.0% | +7.7% |
| 3M | +13.9% | -43.8% | +57.7% | +14.4% |
| 6M | -2.4% | -18.7% | +16.3% | -2.4% |
| YTD | +0.3% | -3.0% | +3.3% | -0.3% |
| 1Y | -6.4% | +22.7% | -29.1% | -7.7% |
| 3Y | +43.1% | +95.9% | -52.8% | +38.4% |
| All | +57.0% | +178.8% | -121.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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