+2,316.3%
ICE vs RVTY
+582.0%
+1,734.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.7% | +1.1% | -1.8% | -1.2% |
| 30D | +7.6% | +13.2% | -5.6% | +2.0% |
| 3M | +13.9% | +27.2% | -13.3% | +2.0% |
| 6M | -2.4% | +32.4% | -34.8% | -15.1% |
| YTD | +0.3% | +34.9% | -34.6% | -13.9% |
| 1Y | -6.4% | +52.4% | -58.8% | -24.4% |
| 3Y | +43.1% | +12.3% | +30.8% | +24.2% |
| 5Y | +42.1% | -30.8% | +72.9% | +50.6% |
| 10Y | +220.9% | +150.7% | +70.2% | +58.3% |
| All | +2,316.3% | +582.0% | +1,734.3% | +597.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling