+2,316.3%
ICE vs ROL
+1,748.1%
+568.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -0.7% | -1.4% | +0.8% | 0.0% |
| 30D | +7.6% | -4.1% | +11.7% | +9.8% |
| 3M | +13.9% | -22.5% | +36.4% | +28.7% |
| 6M | -2.4% | -37.7% | +35.3% | +22.5% |
| YTD | +0.3% | -39.6% | +39.8% | +27.0% |
| 1Y | -6.4% | -36.0% | +29.6% | +14.6% |
| 3Y | +43.1% | -5.1% | +48.2% | +40.0% |
| 5Y | +42.1% | -3.4% | +45.5% | +33.5% |
| 10Y | +220.9% | +215.2% | +5.7% | +45.4% |
| All | +2,316.3% | +1,748.1% | +568.2% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling