+66.4%
ICE vs ROL
+5.5%
+60.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.4% |
| 7D | +1.0% | +7.5% | -6.5% | -1.1% |
| 30D | +11.4% | +21.1% | -9.7% | +5.6% |
| 3M | +16.2% | +3.1% | +13.0% | +14.9% |
| 6M | +12.5% | -27.4% | +39.9% | +22.5% |
| YTD | +8.6% | -34.7% | +43.3% | +21.0% |
| 1Y | +18.4% | -32.9% | +51.3% | +30.8% |
| 3Y | +66.4% | +6.1% | +60.3% | +55.4% |
| All | +66.4% | +5.5% | +60.9% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling