+42.5%
ICE vs RRC
+32.7%
+9.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | +5.0% | +9.4% | -4.5% | +4.0% |
| 3M | +13.9% | +7.4% | +6.5% | +12.9% |
| 6M | -4.4% | +1.5% | -5.9% | -4.8% |
| YTD | -1.9% | +19.4% | -21.3% | -4.1% |
| 1Y | -8.1% | +24.2% | -32.3% | -10.8% |
| 3Y | +42.5% | +32.8% | +9.7% | +34.0% |
| All | +42.5% | +32.7% | +9.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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