+40.6%
ICE vs RVTY
-32.1%
+72.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.7% |
| 7D | -1.2% | +0.4% | -1.5% | -1.3% |
| 30D | +5.0% | +10.8% | -5.9% | +2.6% |
| 3M | +13.9% | +26.8% | -12.9% | +7.7% |
| 6M | -4.4% | +39.3% | -43.7% | -12.0% |
| YTD | -1.9% | +31.6% | -33.5% | -8.7% |
| 1Y | -8.1% | +47.7% | -55.8% | -17.1% |
| 3Y | +42.5% | +19.9% | +22.6% | +31.1% |
| 5Y | +40.6% | -32.3% | +73.0% | +55.0% |
| All | +40.6% | -32.1% | +72.8% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling