+2,316.3%
ICE vs ROST
+4,418.9%
-2,102.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.7% | +0.9% | -1.6% | -1.0% |
| 30D | +7.6% | -8.9% | +16.5% | +11.6% |
| 3M | +13.9% | -0.8% | +14.8% | +13.9% |
| 6M | -2.4% | +8.5% | -10.8% | -6.5% |
| YTD | +0.3% | +28.6% | -28.3% | -10.7% |
| 1Y | -6.4% | +52.3% | -58.8% | -22.5% |
| 3Y | +43.1% | +94.8% | -51.7% | +4.2% |
| 5Y | +42.1% | +110.8% | -68.7% | -4.8% |
| 10Y | +220.9% | +304.5% | -83.6% | +33.9% |
| All | +2,316.3% | +4,418.9% | -2,102.7% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling