+264.9%
ICE vs ROP
+185.2%
+79.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | +3.6% | +0.7% | +2.9% | +3.2% |
| 30D | +15.1% | +28.8% | -13.7% | +1.0% |
| 3M | +15.4% | +21.1% | -5.7% | +4.3% |
| 6M | +16.1% | +52.5% | -36.4% | -7.5% |
| YTD | +11.4% | +8.9% | +2.5% | +5.2% |
| 1Y | +18.5% | +8.2% | +10.2% | +12.2% |
| 3Y | +70.5% | -5.2% | +75.7% | +70.4% |
| 5Y | +40.9% | +1.7% | +39.2% | +33.9% |
| All | +264.9% | +185.2% | +79.7% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling