+256.2%
ICE vs RVTY
+221.3%
+34.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +3.2% | -2.7% | +5.9% | +3.8% |
| 30D | +12.9% | +3.2% | +9.7% | +11.6% |
| 3M | +17.5% | +37.2% | -19.7% | +7.3% |
| 6M | +14.0% | +57.7% | -43.7% | -0.4% |
| YTD | +10.0% | +64.8% | -54.8% | -5.8% |
| 1Y | +19.5% | +72.8% | -53.3% | +0.9% |
| 3Y | +66.8% | +89.8% | -23.0% | +30.6% |
| 5Y | +40.3% | -8.4% | +48.8% | +37.8% |
| All | +256.2% | +221.3% | +34.9% | +119.3% |
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