-6.4%
ICE vs RCAT
-2.3%
-4.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.0% |
| 7D | -0.7% | -1.4% | +0.8% | -0.6% |
| 30D | +7.6% | -3.3% | +11.0% | +7.6% |
| 3M | +13.9% | -43.2% | +57.2% | +15.2% |
| 6M | -2.4% | -43.2% | +40.8% | -1.6% |
| YTD | +0.3% | +5.5% | -5.3% | -1.9% |
| 1Y | -6.4% | -1.6% | -4.8% | -9.6% |
| All | -6.4% | -2.3% | -4.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling