+20.6%
ICE vs ROIV
+97.8%
-77.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.1% | -3.7% | +2.4% |
| 7D | +12.2% | +3.0% | +9.1% | +12.2% |
| 30D | +15.0% | +6.8% | +8.1% | +15.1% |
| 3M | +17.6% | +10.5% | +7.1% | +17.8% |
| 6M | +12.6% | +34.8% | -22.2% | +11.7% |
| YTD | +9.1% | +76.2% | -67.1% | +7.5% |
| 1Y | +20.6% | +92.4% | -71.8% | +16.7% |
| All | +20.6% | +97.8% | -77.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling