-9.5%
ICE vs RMD
-18.7%
+9.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -2.4% | -4.4% | +2.0% | -1.1% |
| 30D | +4.0% | -3.1% | +7.2% | +4.9% |
| 3M | +13.7% | +13.8% | -0.1% | +8.0% |
| 6M | +0.9% | -8.6% | +9.5% | +4.1% |
| YTD | -2.1% | -8.6% | +6.5% | +1.8% |
| 1Y | -9.5% | -19.7% | +10.2% | -3.6% |
| All | -9.5% | -18.7% | +9.2% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling