+18.5%
ICE vs ROL
-31.8%
+50.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | +3.6% | +3.0% | +0.6% | +2.8% |
| 30D | +15.1% | +19.8% | -4.7% | +9.7% |
| 3M | +15.4% | +7.9% | +7.5% | +12.9% |
| 6M | +16.1% | -25.6% | +41.8% | +23.6% |
| YTD | +11.4% | -34.1% | +45.5% | +18.9% |
| 1Y | +18.5% | -31.4% | +49.9% | +25.4% |
| All | +18.5% | -31.8% | +50.3% | +25.4% |
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