+46.2%
ICE vs RDW
-0.7%
+46.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | -2.4% | +0.9% | -3.2% | -2.4% |
| 30D | +4.0% | -21.3% | +25.3% | +4.9% |
| 3M | +13.7% | -37.9% | +51.5% | +15.5% |
| 6M | +0.9% | +12.3% | -11.3% | -1.3% |
| YTD | -2.1% | +39.7% | -41.9% | -6.1% |
| 1Y | -9.5% | +25.7% | -35.2% | -13.4% |
| 3Y | +42.1% | +230.8% | -188.8% | +20.7% |
| 5Y | +41.4% | -8.8% | +50.1% | +22.1% |
| All | +46.2% | -0.7% | +46.9% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling