+2,516.3%
ICE vs ROL
+1,896.5%
+619.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | 0.0% |
| 7D | +1.0% | +7.5% | -6.5% | -2.6% |
| 30D | +11.4% | +21.1% | -9.7% | +1.3% |
| 3M | +16.2% | +3.1% | +13.0% | +13.8% |
| 6M | +12.5% | -27.4% | +39.9% | +30.4% |
| YTD | +8.6% | -34.7% | +43.3% | +31.7% |
| 1Y | +18.4% | -32.9% | +51.3% | +41.5% |
| 3Y | +66.4% | +6.1% | +60.3% | +54.1% |
| 5Y | +37.2% | +16.3% | +20.9% | +17.2% |
| 10Y | +244.8% | +214.9% | +30.0% | +56.9% |
| All | +2,516.3% | +1,896.5% | +619.7% | +271.1% |
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 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