+40.6%
ICE vs RVMD
+536.1%
-495.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.4% |
| 7D | -5.3% | -3.6% | -1.8% | -5.2% |
| 30D | +3.0% | -1.1% | +4.1% | +3.0% |
| 3M | +11.4% | +41.0% | -29.6% | +9.9% |
| 6M | -2.0% | +105.7% | -107.7% | -5.4% |
| YTD | -3.1% | +155.3% | -158.4% | -7.6% |
| 1Y | -8.4% | +402.7% | -411.1% | -16.1% |
| All | +40.6% | +536.1% | -495.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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