+244.8%
ICE vs RL
+397.7%
-152.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +0.1% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +11.4% | +7.3% | +4.1% | +10.1% |
| 3M | +16.2% | +1.0% | +15.1% | +15.8% |
| 6M | +12.5% | +11.8% | +0.7% | +10.0% |
| YTD | +8.6% | +13.6% | -5.0% | +5.3% |
| 1Y | +18.4% | +24.0% | -5.7% | +13.1% |
| 3Y | +66.4% | +256.6% | -190.2% | +30.5% |
| 5Y | +37.2% | +240.2% | -203.0% | +6.1% |
| 10Y | +244.8% | +373.0% | -128.1% | +141.1% |
| All | +244.8% | +397.7% | -152.8% | +141.1% |
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