+213.7%
ICE vs RRX
+228.4%
-14.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.3% |
| 7D | -2.4% | -0.3% | -2.0% | -2.3% |
| 30D | +4.0% | -6.1% | +10.1% | +5.2% |
| 3M | +13.7% | -23.1% | +36.7% | +18.0% |
| 6M | +0.9% | -19.5% | +20.5% | +2.5% |
| YTD | -2.1% | +16.1% | -18.2% | -9.4% |
| 1Y | -9.5% | +12.9% | -22.4% | -16.1% |
| 3Y | +42.1% | +7.9% | +34.1% | +27.1% |
| 5Y | +41.4% | +19.1% | +22.3% | +19.3% |
| All | +213.7% | +228.4% | -14.7% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling