+264.8%
ICE vs ROP
+183.0%
+81.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +3.2% | -2.9% | +6.2% | +4.8% |
| 30D | +14.7% | +30.1% | -15.3% | +0.2% |
| 3M | +19.8% | +19.9% | -0.1% | +8.9% |
| 6M | +15.2% | +46.0% | -30.8% | -6.1% |
| YTD | +12.7% | +8.4% | +4.3% | +6.7% |
| 1Y | +20.4% | +8.8% | +11.6% | +13.7% |
| 3Y | +70.8% | -5.6% | +76.4% | +71.0% |
| 5Y | +43.9% | +3.0% | +40.9% | +35.8% |
| 10Y | +264.8% | +184.0% | +80.8% | +116.3% |
| All | +264.8% | +183.0% | +81.7% | +116.3% |
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