+211.0%
RSP vs ICE
+259.6%
-48.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.4% | +3.6% | -1.3% | +0.6% |
| 30D | +4.3% | +15.1% | -10.8% | -2.8% |
| 3M | -0.3% | +15.4% | -15.7% | -7.4% |
| 6M | +9.8% | +16.1% | -6.3% | +1.3% |
| YTD | +16.8% | +11.4% | +5.5% | +9.0% |
| 1Y | +19.5% | +18.5% | +1.0% | +7.8% |
| 3Y | +65.1% | +70.5% | -5.4% | +20.5% |
| 5Y | +48.7% | +40.9% | +7.8% | +18.5% |
| All | +211.0% | +259.6% | -48.7% | +60.7% |
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