-8.6%
ICE vs ROL
-38.8%
+30.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.9% | -3.3% | +2.4% | 0.0% |
| 30D | +4.0% | -7.2% | +11.2% | +5.9% |
| 3M | +11.0% | -27.0% | +37.9% | +19.4% |
| 6M | -5.0% | -39.5% | +34.6% | +5.8% |
| YTD | -2.7% | -41.8% | +39.1% | +8.2% |
| 1Y | -8.6% | -38.9% | +30.2% | +1.3% |
| All | -8.6% | -38.8% | +30.2% | +1.3% |
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