+40.6%
ICE vs RRX
+1.6%
+39.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | -5.3% | -3.7% | -1.6% | -5.1% |
| 30D | +3.0% | -9.3% | +12.3% | +3.6% |
| 3M | +11.4% | -21.8% | +33.2% | +12.4% |
| 6M | -2.0% | -22.0% | +20.0% | -1.8% |
| YTD | -3.1% | +11.9% | -15.1% | -7.4% |
| 1Y | -8.4% | +11.6% | -20.0% | -12.7% |
| All | +40.6% | +1.6% | +39.0% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling