+217.1%
ICE vs RL
+304.3%
-87.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -2.0% |
| 7D | -1.2% | +1.9% | -3.0% | -1.4% |
| 30D | +5.0% | -12.2% | +17.2% | +7.0% |
| 3M | +13.9% | -6.6% | +20.5% | +14.8% |
| 6M | -4.4% | +3.2% | -7.6% | -5.6% |
| YTD | -1.9% | -1.3% | -0.6% | -2.6% |
| 1Y | -8.1% | +13.6% | -21.7% | -11.0% |
| 3Y | +42.5% | +210.9% | -168.4% | +14.1% |
| 5Y | +40.6% | +246.9% | -206.2% | +8.5% |
| 10Y | +217.1% | +310.1% | -93.0% | +125.0% |
| All | +217.1% | +304.3% | -87.2% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling