+824.5%
RIOT vs ICE
+287.5%
+537.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +4.2% |
| 7D | +25.1% | -1.2% | +26.3% | +26.6% |
| 30D | +8.5% | +5.0% | +3.5% | +3.1% |
| 3M | -13.4% | +13.9% | -27.2% | -25.4% |
| 6M | +57.1% | -4.4% | +61.6% | +59.3% |
| YTD | +75.7% | -1.9% | +77.6% | +69.9% |
| 1Y | +65.6% | -8.1% | +73.7% | +70.5% |
| 3Y | +103.3% | +42.5% | +60.8% | +31.4% |
| 5Y | -26.7% | +40.6% | -67.4% | -50.1% |
| 10Y | +527.2% | +217.1% | +310.1% | +175.6% |
| All | +824.5% | +287.5% | +537.0% | +308.4% |
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