-31.4%
RIVN vs ICE
+40.2%
-71.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.9% | -5.3% | +6.2% | +2.7% |
| 30D | -1.9% | +3.0% | -4.9% | -2.9% |
| 3M | +8.7% | +11.4% | -2.7% | +4.7% |
| 6M | -3.0% | -2.0% | -0.9% | -1.9% |
| YTD | -18.6% | -3.1% | -15.4% | -18.5% |
| 1Y | +15.4% | -8.4% | +23.8% | +19.3% |
| All | -31.4% | +40.2% | -71.6% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling