-6.4%
ICE vs RRX
+14.9%
-21.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.7% | +3.4% | -4.1% | -0.5% |
| 30D | +7.6% | -11.1% | +18.7% | +7.2% |
| 3M | +13.9% | -23.7% | +37.7% | +12.8% |
| 6M | -2.4% | -22.0% | +19.6% | -3.3% |
| YTD | +0.3% | +16.5% | -16.2% | -5.2% |
| 1Y | -6.4% | +11.5% | -17.9% | -12.4% |
| All | -6.4% | +14.9% | -21.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling