-6.4%
ICE vs RGEN
+45.2%
-51.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -0.7% | -4.9% | +4.3% | -0.5% |
| 30D | +7.6% | +5.7% | +1.9% | +7.3% |
| 3M | +13.9% | +32.4% | -18.5% | +12.5% |
| 6M | -2.4% | +33.2% | -35.5% | -3.7% |
| YTD | +0.3% | +2.3% | -2.0% | 0.0% |
| 1Y | -6.4% | +39.0% | -45.4% | -5.3% |
| All | -6.4% | +45.2% | -51.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling