+72.5%
ICE vs RACE
+26.1%
+46.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.2% | -3.9% | +7.1% | +3.7% |
| 30D | +14.7% | +6.8% | +7.9% | +14.0% |
| 3M | +19.8% | +1.3% | +18.5% | +19.6% |
| 6M | +15.2% | +26.3% | -11.0% | +12.9% |
| YTD | +12.7% | +13.8% | -1.1% | +11.1% |
| 1Y | +20.4% | -0.5% | +20.8% | +20.6% |
| All | +72.5% | +26.1% | +46.4% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling