+210.5%
ICE vs RIO
+604.6%
-394.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.5% |
| 7D | -5.3% | -3.4% | -2.0% | -4.6% |
| 30D | +3.0% | +0.6% | +2.4% | +2.8% |
| 3M | +11.4% | +2.5% | +8.9% | +10.5% |
| 6M | -2.0% | +10.8% | -12.8% | -5.0% |
| YTD | -3.1% | +30.5% | -33.6% | -10.2% |
| 1Y | -8.4% | +68.1% | -76.5% | -20.4% |
| 3Y | +40.7% | +94.0% | -53.3% | +16.2% |
| 5Y | +40.0% | +92.0% | -52.1% | +13.4% |
| All | +210.5% | +604.6% | -394.1% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling