+214.9%
ICE vs RVTY
+134.6%
+80.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -0.9% | -5.4% | +4.6% | +0.6% |
| 30D | +4.0% | +6.7% | -2.8% | +2.0% |
| 3M | +11.0% | +19.0% | -8.0% | +5.3% |
| 6M | -5.0% | +34.6% | -39.6% | -13.4% |
| YTD | -2.7% | +28.3% | -31.0% | -10.4% |
| 1Y | -8.6% | +46.0% | -54.7% | -19.3% |
| 3Y | +41.4% | +16.9% | +24.5% | +28.1% |
| 5Y | +39.9% | -32.9% | +72.8% | +50.5% |
| 10Y | +214.9% | +141.6% | +73.3% | +108.3% |
| All | +214.9% | +134.6% | +80.3% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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