+2,551.3%
ICE vs ROP
+1,323.5%
+1,227.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +3.2% | +0.2% | +3.0% | +3.0% |
| 30D | +12.9% | +30.3% | -17.4% | -5.1% |
| 3M | +17.5% | +17.8% | -0.2% | +5.2% |
| 6M | +14.0% | +38.9% | -24.9% | -9.4% |
| YTD | +10.0% | +7.6% | +2.4% | +2.4% |
| 1Y | +19.5% | +6.5% | +13.0% | +11.9% |
| 3Y | +66.8% | -6.3% | +73.0% | +66.1% |
| 5Y | +40.3% | +0.9% | +39.4% | +31.2% |
| 10Y | +249.7% | +180.7% | +69.0% | +48.6% |
| All | +2,551.3% | +1,323.5% | +1,227.8% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling