+40.6%
ICE vs ROP
-14.2%
+54.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.8% |
| 7D | -1.2% | -5.4% | +4.3% | +1.5% |
| 30D | +5.0% | -1.6% | +6.6% | +5.8% |
| 3M | +13.9% | +18.8% | -5.0% | +4.1% |
| 6M | -4.4% | +8.2% | -12.6% | -8.6% |
| YTD | -1.9% | -10.5% | +8.6% | +2.8% |
| 1Y | -8.1% | -23.7% | +15.6% | +4.6% |
| 3Y | +42.5% | -17.9% | +60.4% | +51.8% |
| 5Y | +40.6% | -15.3% | +56.0% | +45.8% |
| All | +40.6% | -14.2% | +54.8% | +45.8% |
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