-8.6%
ICE vs RCAT
-7.9%
-0.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.7% |
| 7D | -0.9% | -2.3% | +1.4% | -0.8% |
| 30D | +4.0% | -18.7% | +22.7% | +4.1% |
| 3M | +11.0% | -29.3% | +40.2% | +11.5% |
| 6M | -5.0% | -42.3% | +37.4% | -4.3% |
| YTD | -2.7% | +2.5% | -5.2% | -4.7% |
| 1Y | -8.6% | -5.7% | -2.9% | -11.0% |
| All | -8.6% | -7.9% | -0.7% | -11.0% |
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