+39.9%
ICE vs RMD
-22.9%
+62.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.9% | -4.7% | +3.9% | +0.1% |
| 30D | +4.0% | +0.2% | +3.7% | +3.9% |
| 3M | +11.0% | +12.0% | -1.0% | +8.0% |
| 6M | -5.0% | -12.5% | +7.6% | -2.8% |
| YTD | -2.7% | -7.9% | +5.2% | -1.5% |
| 1Y | -8.6% | -20.4% | +11.8% | -4.9% |
| 3Y | +41.4% | +53.1% | -11.8% | +24.1% |
| 5Y | +39.9% | -22.1% | +62.0% | +45.8% |
| All | +39.9% | -22.9% | +62.8% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling