+2,263.8%
ICE vs RJF
+1,404.6%
+859.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | -1.2% | +1.8% | -2.9% | -2.0% |
| 30D | +5.0% | 0.0% | +5.0% | +4.9% |
| 3M | +13.9% | +18.0% | -4.1% | +4.7% |
| 6M | -4.4% | +17.0% | -21.4% | -12.2% |
| YTD | -1.9% | +11.1% | -13.0% | -7.9% |
| 1Y | -8.1% | +8.0% | -16.1% | -12.7% |
| 3Y | +42.5% | +73.3% | -30.8% | +2.5% |
| 5Y | +40.6% | +107.4% | -66.8% | -11.7% |
| 10Y | +217.1% | +428.5% | -211.4% | +4.5% |
| All | +2,263.8% | +1,404.6% | +859.3% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling