+20.6%
ICE vs RDW
+9.7%
+10.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.3% | +2.3% |
| 7D | +12.2% | -14.3% | +26.5% | +12.2% |
| 30D | +15.0% | -26.0% | +40.9% | +15.1% |
| 3M | +17.6% | -27.4% | +45.0% | +17.7% |
| 6M | +12.6% | -10.6% | +23.2% | +10.8% |
| YTD | +9.1% | +1.6% | +7.5% | +6.7% |
| 1Y | +20.6% | +11.1% | +9.5% | +17.6% |
| All | +20.6% | +9.7% | +10.9% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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