-84.1%
RIVN vs ICE
+24.0%
-108.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.9% |
| 7D | +1.8% | -2.4% | +4.2% | +3.7% |
| 30D | +0.6% | +4.0% | -3.4% | -2.7% |
| 3M | +3.2% | +13.7% | -10.5% | -7.8% |
| 6M | -3.7% | +0.9% | -4.7% | -5.9% |
| YTD | -18.7% | -2.1% | -16.5% | -20.1% |
| 1Y | +14.7% | -9.5% | +24.3% | +21.6% |
| 3Y | -31.5% | +42.1% | -73.6% | -59.2% |
| All | -84.1% | +24.0% | -108.1% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling