+264.9%
ICE vs RGEN
+415.2%
-150.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +3.6% | -3.3% | +6.9% | +4.0% |
| 30D | +15.1% | -5.8% | +20.9% | +15.8% |
| 3M | +15.4% | +0.2% | +15.2% | +14.7% |
| 6M | +16.1% | +56.8% | -40.6% | +8.2% |
| YTD | +11.4% | +2.4% | +9.0% | +9.5% |
| 1Y | +18.5% | +11.4% | +7.0% | +15.1% |
| 3Y | +70.5% | +15.2% | +55.4% | +58.9% |
| 5Y | +40.9% | -35.1% | +76.0% | +37.8% |
| All | +264.9% | +415.2% | -150.3% | +159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling