+213.7%
ICE vs RSG
+428.9%
-215.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.6% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +4.0% | +4.0% | +0.1% | +1.6% |
| 3M | +13.7% | +7.4% | +6.3% | +8.7% |
| 6M | +0.9% | +0.1% | +0.8% | +0.4% |
| YTD | -2.1% | +6.0% | -8.2% | -6.2% |
| 1Y | -9.5% | -3.0% | -6.5% | -8.5% |
| 3Y | +42.1% | +56.5% | -14.4% | +3.7% |
| 5Y | +41.4% | +90.9% | -49.5% | -10.9% |
| All | +213.7% | +428.9% | -215.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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