+221.5%
ICE vs RACE
+818.0%
-596.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -0.7% | -2.5% | +1.9% | +0.1% |
| 30D | +7.6% | +0.8% | +6.8% | +7.3% |
| 3M | +13.9% | +17.2% | -3.2% | +8.7% |
| 6M | -2.4% | +13.6% | -15.9% | -6.5% |
| YTD | +0.3% | +12.2% | -11.9% | -4.2% |
| 1Y | -6.4% | -16.3% | +9.8% | -2.9% |
| 3Y | +43.1% | +36.4% | +6.7% | +21.5% |
| 5Y | +42.1% | +95.0% | -52.9% | +4.1% |
| All | +221.5% | +818.0% | -596.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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