+263.5%
ICE vs RMD
+346.1%
-82.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +13.7% | +1.9% | +11.8% | +12.9% |
| 3M | +17.9% | +6.3% | +11.6% | +15.8% |
| 6M | +15.0% | +18.2% | -3.3% | +9.6% |
| YTD | +10.9% | +0.3% | +10.7% | +10.0% |
| 1Y | +17.0% | -4.3% | +21.3% | +17.2% |
| 3Y | +68.2% | +71.3% | -3.1% | +41.2% |
| 5Y | +40.4% | -1.8% | +42.2% | +34.6% |
| All | +263.5% | +346.1% | -82.6% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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