+46.1%
ICE vs ROIV
+200.3%
-154.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -0.7% | +0.6% | -1.3% | -0.7% |
| 30D | +7.6% | +1.0% | +6.7% | +7.5% |
| 3M | +13.9% | +18.3% | -4.3% | +12.2% |
| 6M | -2.4% | +18.3% | -20.7% | -4.0% |
| YTD | +0.3% | +61.0% | -60.7% | -4.2% |
| 1Y | -6.4% | +177.9% | -184.3% | -15.6% |
| All | +46.1% | +200.3% | -154.3% | +27.4% |
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