+69.9%
ICE vs ROIV
+362.8%
-292.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.2% |
| 7D | +2.2% | +9.2% | -7.0% | +1.6% |
| 30D | +13.7% | +19.9% | -6.2% | +12.3% |
| 3M | +17.9% | +10.6% | +7.3% | +16.9% |
| 6M | +15.0% | +36.1% | -21.1% | +11.2% |
| YTD | +10.9% | +84.3% | -73.3% | +2.9% |
| 1Y | +17.0% | +87.6% | -70.6% | +8.1% |
| All | +69.9% | +362.8% | -292.9% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling