+264.9%
ICE vs ROST
+300.7%
-35.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | +3.6% | +0.3% | +3.4% | +3.6% |
| 30D | +15.1% | +0.5% | +14.6% | +14.9% |
| 3M | +15.4% | -5.2% | +20.6% | +16.7% |
| 6M | +16.1% | +9.8% | +6.3% | +12.9% |
| YTD | +11.4% | +29.4% | -18.0% | +3.5% |
| 1Y | +18.5% | +44.4% | -25.9% | +7.0% |
| 3Y | +70.5% | +95.0% | -24.5% | +40.3% |
| 5Y | +40.9% | +111.9% | -70.9% | +10.7% |
| All | +264.9% | +300.7% | -35.8% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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