+39.9%
ICE vs RGEN
-44.3%
+84.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.9% | -4.6% | +3.7% | -0.3% |
| 30D | +4.0% | +1.2% | +2.8% | +3.7% |
| 3M | +11.0% | +26.8% | -15.9% | +7.5% |
| 6M | -5.0% | +29.1% | -34.0% | -8.5% |
| YTD | -2.7% | +0.7% | -3.4% | -3.5% |
| 1Y | -8.6% | +39.1% | -47.7% | -13.4% |
| 3Y | +41.4% | +2.2% | +39.1% | +35.3% |
| 5Y | +39.9% | -44.0% | +83.8% | +36.1% |
| All | +39.9% | -44.3% | +84.1% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling