+209.8%
RSP vs ICE
+215.5%
-5.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -1.8% | -0.9% | -1.0% | -1.5% |
| 30D | -2.5% | +4.0% | -6.5% | -4.5% |
| 3M | +3.0% | +11.0% | -8.0% | -2.6% |
| 6M | +8.9% | -5.0% | +13.9% | +10.8% |
| YTD | +13.0% | -2.7% | +15.7% | +12.8% |
| 1Y | +16.2% | -8.6% | +24.9% | +19.7% |
| 3Y | +52.7% | +41.4% | +11.3% | +22.9% |
| 5Y | +50.5% | +39.9% | +10.6% | +19.5% |
| 10Y | +209.8% | +214.9% | -5.1% | +75.6% |
| All | +209.8% | +215.5% | -5.7% | +75.6% |
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