+69.9%
ICE vs RMD
+68.9%
+1.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.1% |
| 3M | +17.9% | +6.3% | +11.6% | +16.5% |
| 6M | +15.0% | +18.2% | -3.3% | +11.4% |
| YTD | +10.9% | +0.3% | +10.7% | +10.2% |
| 1Y | +17.0% | -4.3% | +21.3% | +16.8% |
| All | +69.9% | +68.9% | +1.0% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling