-9.5%
ICE vs ROKU
+62.9%
-72.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | +4.0% | +2.1% | +1.9% | +3.8% |
| 3M | +13.7% | +29.5% | -15.8% | +10.7% |
| 6M | +0.9% | +53.8% | -52.9% | -3.9% |
| YTD | -2.1% | +42.8% | -44.9% | -7.2% |
| 1Y | -9.5% | +60.7% | -70.2% | -14.6% |
| All | -9.5% | +62.9% | -72.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling