+2,489.8%
ICE vs RBA
+997.5%
+1,492.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +2.0% | +4.3% | -2.2% | +0.6% |
| 30D | +12.9% | +16.3% | -3.4% | +7.1% |
| 3M | +15.4% | +1.3% | +14.1% | +14.5% |
| 6M | +13.1% | -11.1% | +24.2% | +16.3% |
| YTD | +7.5% | -8.5% | +15.9% | +8.7% |
| 1Y | +18.3% | -2.1% | +20.5% | +16.8% |
| 3Y | +65.9% | +44.6% | +21.3% | +39.6% |
| 5Y | +35.2% | +36.8% | -1.6% | +12.0% |
| 10Y | +266.7% | +227.3% | +39.4% | +101.8% |
| All | +2,489.8% | +997.5% | +1,492.3% | +714.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling