+375.0%
RCL vs ICE
+245.5%
+129.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | -0.1% |
| 7D | +8.5% | +3.2% | +5.3% | +6.3% |
| 30D | +20.4% | +12.9% | +7.5% | +10.5% |
| 3M | +11.0% | +17.5% | -6.5% | -1.3% |
| 6M | +24.9% | +14.0% | +10.9% | +12.7% |
| YTD | +23.9% | +10.0% | +13.8% | +13.3% |
| 1Y | +30.8% | +19.5% | +11.3% | +12.6% |
| 3Y | +270.4% | +66.8% | +203.6% | +144.4% |
| 5Y | +296.1% | +40.3% | +255.8% | +192.2% |
| 10Y | +375.0% | +249.7% | +125.3% | +113.3% |
| All | +375.0% | +245.5% | +129.5% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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