+41.3%
ICE vs ROST
+93.3%
-52.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -0.9% | -2.2% | +1.4% | -0.5% |
| 30D | +4.0% | -11.4% | +15.4% | +6.0% |
| 3M | +11.0% | -1.6% | +12.6% | +11.2% |
| 6M | -5.0% | +6.8% | -11.8% | -6.2% |
| YTD | -2.7% | +25.8% | -28.5% | -6.8% |
| 1Y | -8.6% | +52.4% | -61.0% | -15.5% |
| All | +41.3% | +93.3% | -52.0% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling