+485.8%
RIOT vs ICE
+220.6%
+265.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.4% |
| 7D | -1.5% | -2.4% | +0.9% | +0.9% |
| 30D | +5.7% | +4.0% | +1.6% | +1.1% |
| 3M | -17.9% | +13.7% | -31.5% | -29.7% |
| 6M | +45.0% | +0.9% | +44.0% | +38.8% |
| YTD | +69.5% | -2.1% | +71.6% | +63.8% |
| 1Y | +37.2% | -9.5% | +46.7% | +44.2% |
| 3Y | +111.7% | +42.1% | +69.7% | +33.1% |
| 5Y | -27.5% | +41.4% | -68.9% | -52.3% |
| All | +485.8% | +220.6% | +265.2% | +134.3% |
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