+66.4%
ICE vs RRC
+51.7%
+14.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | +1.0% | -10.3% | +11.3% | +1.8% |
| 30D | +11.4% | +19.5% | -8.0% | +9.1% |
| 3M | +16.2% | +27.9% | -11.7% | +12.9% |
| 6M | +12.5% | +21.2% | -8.7% | +9.8% |
| YTD | +8.6% | +39.6% | -31.0% | +4.2% |
| 1Y | +18.4% | +31.3% | -12.9% | +14.3% |
| 3Y | +66.4% | +51.9% | +14.5% | +54.4% |
| All | +66.4% | +51.7% | +14.7% | +54.4% |
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