+2,516.3%
ICE vs RL
+897.3%
+1,619.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | -0.9% |
| 7D | +1.0% | +0.2% | +0.8% | +0.8% |
| 30D | +11.4% | +7.3% | +4.1% | +8.5% |
| 3M | +16.2% | +1.0% | +15.1% | +15.2% |
| 6M | +12.5% | +11.8% | +0.7% | +6.7% |
| YTD | +8.6% | +13.6% | -5.0% | +1.2% |
| 1Y | +18.4% | +24.0% | -5.7% | +6.8% |
| 3Y | +66.4% | +256.6% | -190.2% | -2.8% |
| 5Y | +37.2% | +240.2% | -203.0% | -22.1% |
| 10Y | +244.8% | +373.0% | -128.1% | +39.1% |
| All | +2,516.3% | +897.3% | +1,619.0% | +411.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling