-83.9%
RIVN vs ICE
+24.3%
-108.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +4.4% |
| 7D | +4.1% | -1.2% | +5.2% | +4.9% |
| 30D | +1.1% | +5.0% | -3.9% | -2.9% |
| 3M | -4.0% | +13.9% | -17.9% | -14.4% |
| 6M | +5.2% | -4.4% | +9.6% | +7.8% |
| YTD | -18.0% | -1.9% | -16.0% | -19.6% |
| 1Y | +15.6% | -8.1% | +23.7% | +20.5% |
| 3Y | -30.0% | +42.5% | -72.5% | -58.3% |
| All | -83.9% | +24.3% | -108.3% | -88.9% |
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