+2,316.3%
ICE vs RIO
+812.8%
+1,503.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -0.7% | 0.0% | -0.6% | -0.7% |
| 30D | +7.6% | +4.0% | +3.7% | +6.1% |
| 3M | +13.9% | +0.1% | +13.8% | +13.4% |
| 6M | -2.4% | +12.7% | -15.1% | -7.1% |
| YTD | +0.3% | +35.6% | -35.3% | -10.8% |
| 1Y | -6.4% | +73.7% | -80.1% | -23.5% |
| 3Y | +43.1% | +93.3% | -50.2% | +10.7% |
| 5Y | +42.1% | +92.4% | -50.3% | +6.8% |
| 10Y | +220.9% | +606.9% | -386.0% | +42.8% |
| All | +2,316.3% | +812.8% | +1,503.4% | +638.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling