+2,614.9%
ICE vs RGEN
+5,380.0%
-2,765.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +3.2% | -3.1% | +6.4% | +3.7% |
| 30D | +14.7% | +0.1% | +14.7% | +14.4% |
| 3M | +19.8% | +4.8% | +15.0% | +18.1% |
| 6M | +15.2% | +48.9% | -33.7% | +6.3% |
| YTD | +12.7% | +5.3% | +7.3% | +9.6% |
| 1Y | +20.4% | +12.5% | +7.9% | +15.7% |
| 3Y | +70.8% | +17.0% | +53.8% | +55.9% |
| 5Y | +43.9% | -35.4% | +79.3% | +39.8% |
| 10Y | +264.8% | +434.6% | -169.8% | +122.2% |
| All | +2,614.9% | +5,380.0% | -2,765.1% | +664.7% |
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