+2,516.3%
ICE vs RCAT
-100.0%
+2,616.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.4% | -10.4% | +1.0% |
| 7D | +1.0% | +1.1% | -0.1% | +1.0% |
| 30D | +11.4% | -22.0% | +33.4% | +11.4% |
| 3M | +16.2% | -51.1% | +67.3% | +16.1% |
| 6M | +12.5% | -56.6% | +69.1% | +12.4% |
| YTD | +8.6% | -43.3% | +51.8% | +8.6% |
| 1Y | +18.4% | -51.5% | +69.9% | +18.3% |
| 3Y | +66.4% | +411.4% | -344.9% | +67.1% |
| 5Y | +37.2% | +74.4% | -37.2% | +37.7% |
| 10Y | +244.8% | -99.6% | +344.4% | +265.1% |
| All | +2,516.3% | -100.0% | +2,616.2% | +4,619.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling