+42.5%
ICE vs ROL
+1.0%
+41.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.5% |
| 7D | -1.2% | -3.4% | +2.3% | -0.2% |
| 30D | +5.0% | -6.9% | +11.9% | +7.0% |
| 3M | +13.9% | -24.6% | +38.5% | +22.8% |
| 6M | -4.4% | -39.5% | +35.1% | +9.0% |
| YTD | -1.9% | -41.1% | +39.2% | +12.2% |
| 1Y | -8.1% | -37.9% | +29.8% | +3.4% |
| 3Y | +42.5% | +0.8% | +41.7% | +44.1% |
| All | +42.5% | +1.0% | +41.5% | +44.1% |
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