+70.8%
ICE vs ROIV
+287.3%
-216.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.8% |
| 7D | +1.0% | +13.3% | -12.3% | +0.4% |
| 30D | +11.4% | +14.8% | -3.3% | +10.6% |
| 3M | +16.2% | +11.9% | +4.3% | +15.3% |
| 6M | +12.5% | +42.4% | -29.9% | +10.0% |
| YTD | +8.6% | +87.4% | -78.9% | +4.3% |
| 1Y | +18.4% | +97.2% | -78.9% | +13.3% |
| 3Y | +66.4% | +375.7% | -309.2% | +51.3% |
| 5Y | +37.2% | +379.0% | -341.8% | +17.6% |
| All | +70.8% | +287.3% | -216.5% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling