+167.1%
RTX vs ICE
+42.0%
+125.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | -10.6% | +5.0% | -15.5% | -12.0% |
| 3M | +11.6% | +13.9% | -2.2% | +6.8% |
| 6M | -4.5% | -4.4% | -0.1% | -3.6% |
| YTD | +9.6% | -1.9% | +11.5% | +9.2% |
| 1Y | +30.8% | -8.1% | +38.9% | +33.3% |
| 3Y | +152.8% | +42.5% | +110.3% | +119.3% |
| 5Y | +167.1% | +40.6% | +126.5% | +127.3% |
| All | +167.1% | +42.0% | +125.1% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling