+318.5%
ICE vs RACE
+658.9%
-340.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +2.0% | +5.1% | -3.1% | +0.7% |
| 30D | +12.9% | +7.7% | +5.2% | +10.7% |
| 3M | +15.4% | +2.2% | +13.2% | +14.6% |
| 6M | +13.1% | +23.8% | -10.7% | +6.3% |
| YTD | +7.5% | +13.9% | -6.4% | +2.5% |
| 1Y | +18.3% | +3.8% | +14.6% | +15.8% |
| 3Y | +65.9% | +28.0% | +37.9% | +46.4% |
| 5Y | +35.2% | +64.9% | -29.7% | +7.7% |
| 10Y | +266.7% | +780.4% | -513.6% | +99.3% |
| All | +318.5% | +658.9% | -340.3% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling