+2,316.3%
ICE vs RBA
+880.4%
+1,435.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.7% | -2.9% | +2.3% | +0.4% |
| 30D | +7.6% | -12.3% | +19.9% | +12.3% |
| 3M | +13.9% | -20.5% | +34.5% | +22.0% |
| 6M | -2.4% | -18.5% | +16.2% | +3.3% |
| YTD | +0.3% | -18.2% | +18.5% | +5.6% |
| 1Y | -6.4% | -27.5% | +21.1% | +2.6% |
| 3Y | +43.1% | +38.1% | +5.0% | +22.2% |
| 5Y | +42.1% | +44.8% | -2.7% | +14.5% |
| 10Y | +220.9% | +187.1% | +33.8% | +85.0% |
| All | +2,316.3% | +880.4% | +1,435.8% | +691.1% |
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