+214.9%
ICE vs RBA
+189.2%
+25.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.9% | -1.9% | +1.0% | -0.4% |
| 30D | +4.0% | -13.0% | +16.9% | +7.6% |
| 3M | +11.0% | -23.1% | +34.1% | +17.8% |
| 6M | -5.0% | -22.6% | +17.6% | +0.5% |
| YTD | -2.7% | -20.4% | +17.7% | +1.9% |
| 1Y | -8.6% | -29.6% | +21.0% | -1.3% |
| 3Y | +41.4% | +26.6% | +14.8% | +28.9% |
| 5Y | +39.9% | +38.2% | +1.7% | +20.9% |
| 10Y | +214.9% | +194.7% | +20.2% | +103.5% |
| All | +214.9% | +189.2% | +25.7% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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