+42.5%
ICE vs RCAT
+796.4%
-753.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.2% |
| 7D | -1.2% | +5.4% | -6.5% | -1.2% |
| 30D | +5.0% | -5.6% | +10.6% | +5.0% |
| 3M | +13.9% | -30.2% | +44.1% | +14.5% |
| 6M | -4.4% | -43.4% | +39.0% | -3.8% |
| YTD | -1.9% | +9.6% | -11.6% | -3.1% |
| 1Y | -8.1% | -2.0% | -6.1% | -9.4% |
| 3Y | +42.5% | +825.0% | -782.5% | +27.8% |
| All | +42.5% | +796.4% | -753.9% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling