+2,244.9%
ICE vs RSG
+1,353.0%
+891.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | -0.9% | 0.0% | -0.8% | -0.8% |
| 30D | +4.0% | +3.7% | +0.3% | +1.3% |
| 3M | +11.0% | +6.2% | +4.8% | +5.9% |
| 6M | -5.0% | -2.8% | -2.2% | -3.7% |
| YTD | -2.7% | +5.9% | -8.6% | -7.5% |
| 1Y | -8.6% | -1.8% | -6.9% | -8.5% |
| 3Y | +41.4% | +57.5% | -16.1% | -2.2% |
| 5Y | +39.9% | +91.1% | -51.2% | -17.7% |
| 10Y | +214.9% | +428.1% | -213.2% | -18.0% |
| All | +2,244.9% | +1,353.0% | +891.9% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling