+70.5%
ICE vs ROIV
+357.5%
-287.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.4% |
| 7D | +3.6% | +1.7% | +2.0% | +3.5% |
| 30D | +15.1% | +17.6% | -2.5% | +13.8% |
| 3M | +15.4% | +9.0% | +6.4% | +14.5% |
| 6M | +16.1% | +35.3% | -19.2% | +12.3% |
| YTD | +11.4% | +82.2% | -70.8% | +3.4% |
| 1Y | +18.5% | +92.3% | -73.8% | +9.0% |
| 3Y | +70.5% | +336.8% | -266.3% | +33.9% |
| All | +70.5% | +357.5% | -287.0% | +33.9% |
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