-9.5%
ICE vs RJF
+5.1%
-14.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -2.4% | -2.7% | +0.3% | -1.4% |
| 30D | +4.0% | -4.3% | +8.3% | +5.6% |
| 3M | +13.7% | +15.7% | -2.1% | +8.1% |
| 6M | +0.9% | +17.8% | -16.9% | -4.9% |
| YTD | -2.1% | +9.2% | -11.3% | -5.5% |
| 1Y | -9.5% | +2.8% | -12.3% | -11.8% |
| All | -9.5% | +5.1% | -14.6% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling