+2,316.3%
ICE vs ROP
+1,118.9%
+1,197.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | +0.3% |
| 7D | -0.7% | -4.4% | +3.8% | +2.3% |
| 30D | +7.6% | +3.2% | +4.4% | +5.3% |
| 3M | +13.9% | +23.1% | -9.1% | -1.2% |
| 6M | -2.4% | +13.3% | -15.7% | -11.2% |
| YTD | +0.3% | -7.9% | +8.1% | +3.6% |
| 1Y | -6.4% | -22.1% | +15.6% | +7.5% |
| 3Y | +43.1% | -16.8% | +59.9% | +54.4% |
| 5Y | +42.1% | -13.5% | +55.6% | +47.4% |
| 10Y | +220.9% | +137.7% | +83.2% | +52.4% |
| All | +2,316.3% | +1,118.9% | +1,197.4% | +271.1% |
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