+41.3%
ICE vs ROK
+50.3%
-9.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.9% | +0.2% | -1.0% | -0.9% |
| 30D | +4.0% | -1.8% | +5.8% | +4.2% |
| 3M | +11.0% | -7.2% | +18.1% | +11.7% |
| 6M | -5.0% | +14.2% | -19.1% | -7.8% |
| YTD | -2.7% | +10.6% | -13.3% | -5.3% |
| 1Y | -8.6% | +25.9% | -34.5% | -13.2% |
| All | +41.3% | +50.3% | -9.0% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling