+652.2%
RSP vs ICE
+2,331.7%
-1,679.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -0.3% | +7.6% | -8.0% | -2.6% |
| 3M | +4.3% | +13.9% | -9.7% | -0.2% |
| 6M | +8.8% | -2.4% | +11.2% | +9.0% |
| YTD | +15.3% | +0.3% | +15.0% | +14.2% |
| 1Y | +18.3% | -6.4% | +24.7% | +19.6% |
| 3Y | +52.8% | +43.1% | +9.7% | +34.8% |
| 5Y | +51.7% | +42.1% | +9.6% | +33.4% |
| 10Y | +208.5% | +220.9% | -12.5% | +113.3% |
| All | +652.2% | +2,331.7% | -1,679.5% | +232.0% |
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 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