Cut the vegetables in ¼ x ¼ x 2 inch pieces and place in a single layer on a baking sheet lined with parchment paper. Drizzle with olive oil and sprinkle with salt and pepper. (Note: you will need several baking sheets to accommodate all the vegetables. The sweet potatoes often take longer than the other vegetable so make sure to place them on their own tray.)
Roast the vegetable for approximately 25 minutes at 400 degrees, turning once. Increase temperature to 425 degrees and roast for an additional 10-15 minutes or until vegetables are tender.
In a large saucepan, combine vegetable broth and roasted vegetables. Bring to a boil and simmer for 10 minutes. Transfer to a high-speed blender and puree in batches. Season with salt and pepper as needed.