+2,316.3%
ICE vs RGEN
+5,220.6%
-2,904.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -0.7% | -4.9% | +4.3% | +0.1% |
| 30D | +7.6% | +5.7% | +1.9% | +6.5% |
| 3M | +13.9% | +32.4% | -18.5% | +8.0% |
| 6M | -2.4% | +33.2% | -35.5% | -8.1% |
| YTD | +0.3% | +2.3% | -2.0% | -1.4% |
| 1Y | -6.4% | +39.0% | -45.4% | -13.3% |
| 3Y | +43.1% | -4.6% | +47.7% | +35.4% |
| 5Y | +42.1% | -42.7% | +84.8% | +41.4% |
| 10Y | +220.9% | +433.6% | -212.7% | +95.9% |
| All | +2,316.3% | +5,220.6% | -2,904.4% | +587.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling