+40.4%
ICE vs RACE
+62.4%
-22.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | +2.2% | -4.0% | +6.2% | +3.2% |
| 30D | +13.7% | +3.5% | +10.2% | +12.8% |
| 3M | +17.9% | -0.4% | +18.3% | +17.9% |
| 6M | +15.0% | +23.2% | -8.2% | +9.3% |
| YTD | +10.9% | +11.0% | 0.0% | +7.4% |
| 1Y | +17.0% | -2.2% | +19.2% | +17.0% |
| 3Y | +68.2% | +22.5% | +45.6% | +46.6% |
| 5Y | +40.4% | +63.2% | -22.8% | +2.8% |
| All | +40.4% | +62.4% | -22.0% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling