+213.7%
ICE vs ROK
+357.9%
-144.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.5% |
| 7D | -2.4% | -1.2% | -1.1% | -2.0% |
| 30D | +4.0% | -4.8% | +8.8% | +5.4% |
| 3M | +13.7% | -6.1% | +19.8% | +15.1% |
| 6M | +0.9% | +15.5% | -14.5% | -4.6% |
| YTD | -2.1% | +11.2% | -13.3% | -6.8% |
| 1Y | -9.5% | +23.8% | -33.4% | -16.8% |
| 3Y | +42.1% | +53.1% | -11.0% | +18.0% |
| 5Y | +41.4% | +48.3% | -6.9% | +15.6% |
| All | +213.7% | +357.9% | -144.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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