+2,583.6%
ICE vs RIO
+633.2%
+1,950.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.6% | -0.9% | +4.6% | +3.9% |
| 30D | +15.1% | -9.1% | +24.2% | +18.4% |
| 3M | +15.4% | -13.7% | +29.0% | +20.4% |
| 6M | +16.1% | -24.3% | +40.5% | +25.7% |
| YTD | +11.4% | +8.9% | +2.5% | +5.9% |
| 1Y | +18.5% | +22.7% | -4.2% | +8.3% |
| 3Y | +70.5% | +51.2% | +19.4% | +42.7% |
| 5Y | +40.9% | +88.1% | -47.2% | +6.3% |
| 10Y | +260.6% | +352.3% | -91.8% | +86.4% |
| All | +2,583.6% | +633.2% | +1,950.4% | +777.3% |
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