+283.9%
RTX vs ICE
+215.5%
+68.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -1.6% | -0.9% | -0.8% | -1.3% |
| 30D | -11.6% | +4.0% | -15.5% | -13.4% |
| 3M | +9.2% | +11.0% | -1.8% | +3.1% |
| 6M | -4.4% | -5.0% | +0.5% | -2.7% |
| YTD | +8.9% | -2.7% | +11.6% | +8.7% |
| 1Y | +32.1% | -8.6% | +40.7% | +36.0% |
| 3Y | +151.2% | +41.4% | +109.9% | +100.9% |
| 5Y | +162.9% | +39.9% | +123.0% | +106.1% |
| 10Y | +283.9% | +214.9% | +69.0% | +110.6% |
| All | +283.9% | +215.5% | +68.4% | +110.6% |
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