+249.7%
ICE vs RL
+369.1%
-119.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | +3.2% | +1.3% | +1.9% | +2.9% |
| 30D | +12.9% | +7.6% | +5.3% | +11.5% |
| 3M | +17.5% | -1.5% | +19.1% | +17.6% |
| 6M | +14.0% | +12.1% | +1.9% | +11.4% |
| YTD | +10.0% | +13.9% | -3.9% | +6.7% |
| 1Y | +19.5% | +20.7% | -1.1% | +14.8% |
| 3Y | +66.8% | +260.6% | -193.8% | +30.5% |
| 5Y | +40.3% | +248.9% | -208.5% | +8.1% |
| 10Y | +249.7% | +355.9% | -106.2% | +143.4% |
| All | +249.7% | +369.1% | -119.4% | +143.4% |
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