+157.5%
ICE vs ROKU
+883.2%
-725.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.2% | -0.1% | -1.0% | -1.1% |
| 30D | +5.0% | +1.5% | +3.5% | +4.8% |
| 3M | +13.9% | +25.7% | -11.8% | +11.8% |
| 6M | -4.4% | +54.5% | -58.9% | -7.8% |
| YTD | -1.9% | +43.2% | -45.1% | -4.9% |
| 1Y | -8.1% | +56.3% | -64.4% | -11.6% |
| 3Y | +42.5% | +86.1% | -43.6% | +31.7% |
| 5Y | +40.6% | -53.6% | +94.2% | +36.5% |
| All | +157.5% | +883.2% | -725.7% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling