+210.5%
ICE vs RGEN
+414.1%
-203.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -5.3% | -2.9% | -2.4% | -5.0% |
| 30D | +3.0% | -0.1% | +3.1% | +2.9% |
| 3M | +11.4% | +25.9% | -14.5% | +7.5% |
| 6M | -2.0% | +35.2% | -37.3% | -6.8% |
| YTD | -3.1% | +0.5% | -3.6% | -4.1% |
| 1Y | -8.4% | +37.0% | -45.3% | -13.6% |
| 3Y | +40.7% | +2.0% | +38.7% | +33.6% |
| 5Y | +40.0% | -44.2% | +84.1% | +40.3% |
| All | +210.5% | +414.1% | -203.6% | +115.9% |
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