+20.6%
ICE vs ROL
-34.1%
+54.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.4% | +1.6% |
| 7D | +12.2% | +14.6% | -2.4% | +8.1% |
| 30D | +15.0% | +29.3% | -14.3% | +7.9% |
| 3M | +17.6% | +2.0% | +15.6% | +16.8% |
| 6M | +12.6% | -28.5% | +41.1% | +20.8% |
| YTD | +9.1% | -35.3% | +44.4% | +17.3% |
| 1Y | +20.6% | -34.7% | +55.3% | +28.5% |
| All | +20.6% | -34.1% | +54.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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