+2,316.3%
ICE vs RMD
+1,261.3%
+1,054.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -0.7% | -5.0% | +4.3% | +1.2% |
| 30D | +7.6% | +2.2% | +5.4% | +6.5% |
| 3M | +13.9% | +17.8% | -3.9% | +6.5% |
| 6M | -2.4% | -11.3% | +9.0% | +1.2% |
| YTD | +0.3% | -4.4% | +4.7% | +0.9% |
| 1Y | -6.4% | -15.7% | +9.3% | -1.4% |
| 3Y | +43.1% | +47.7% | -4.6% | +15.1% |
| 5Y | +42.1% | -19.2% | +61.3% | +42.0% |
| 10Y | +220.9% | +280.4% | -59.5% | +42.9% |
| All | +2,316.3% | +1,261.3% | +1,054.9% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling