-8.4%
ICE vs RGEN
+39.1%
-47.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -5.3% | -2.9% | -2.4% | -5.2% |
| 30D | +3.0% | -0.1% | +3.1% | +3.0% |
| 3M | +11.4% | +25.9% | -14.5% | +10.2% |
| 6M | -2.0% | +35.2% | -37.3% | -3.6% |
| YTD | -3.1% | +0.5% | -3.6% | -3.2% |
| 1Y | -8.4% | +37.0% | -45.3% | -6.3% |
| All | -8.4% | +39.1% | -47.5% | -6.3% |
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