+40.0%
ICE vs ROKU
-54.7%
+94.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -5.3% | -2.6% | -2.7% | -5.1% |
| 30D | +3.0% | +2.1% | +0.9% | +2.8% |
| 3M | +11.4% | +31.8% | -20.4% | +8.6% |
| 6M | -2.0% | +53.3% | -55.3% | -5.9% |
| YTD | -3.1% | +42.1% | -45.2% | -6.5% |
| 1Y | -8.4% | +62.3% | -70.7% | -12.7% |
| 3Y | +40.7% | +84.6% | -43.9% | +28.6% |
| 5Y | +40.0% | -53.1% | +93.0% | +34.4% |
| All | +40.0% | -54.7% | +94.7% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling