+53.1%
RGTI vs ICE
+40.1%
+13.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -0.1% | -5.3% | +5.2% | +4.7% |
| 30D | -16.2% | +3.0% | -19.2% | -18.8% |
| 3M | -22.0% | +11.4% | -33.5% | -30.9% |
| 6M | -10.8% | -2.0% | -8.7% | -10.5% |
| YTD | -31.6% | -3.1% | -28.4% | -31.6% |
| 1Y | -6.4% | -8.4% | +2.0% | -1.5% |
| 3Y | +665.7% | +40.7% | +624.9% | +410.4% |
| 5Y | +55.6% | +40.0% | +15.7% | -0.1% |
| All | +53.1% | +40.1% | +13.0% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling