+37.2%
ICE vs ROP
-0.2%
+37.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.5% |
| 7D | +1.0% | -1.6% | +2.7% | +1.8% |
| 30D | +11.4% | +29.5% | -18.1% | -1.5% |
| 3M | +16.2% | +17.5% | -1.4% | +7.4% |
| 6M | +12.5% | +38.1% | -25.6% | -4.5% |
| YTD | +8.6% | +7.0% | +1.6% | +4.4% |
| 1Y | +18.4% | +6.5% | +11.8% | +14.0% |
| 3Y | +66.4% | -5.5% | +71.9% | +66.5% |
| 5Y | +37.2% | -0.4% | +37.6% | +28.9% |
| All | +37.2% | -0.2% | +37.4% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling