+41.3%
ICE vs RIO
+95.3%
-54.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.9% | +1.0% | -1.8% | -0.9% |
| 30D | +4.0% | +4.0% | -0.1% | +3.6% |
| 3M | +11.0% | +4.5% | +6.4% | +10.6% |
| 6M | -5.0% | +17.3% | -22.3% | -6.6% |
| YTD | -2.7% | +36.2% | -38.9% | -6.7% |
| 1Y | -8.6% | +76.1% | -84.8% | -15.8% |
| All | +41.3% | +95.3% | -54.0% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling