+2,573.8%
ICE vs RGEN
+5,186.3%
-2,612.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.9% |
| 7D | +2.2% | -1.2% | +3.4% | +2.4% |
| 30D | +13.7% | -5.1% | +18.8% | +14.4% |
| 3M | +17.9% | +0.5% | +17.4% | +17.1% |
| 6M | +15.0% | +46.6% | -31.6% | +6.3% |
| YTD | +10.9% | +1.6% | +9.3% | +8.6% |
| 1Y | +17.0% | +5.4% | +11.6% | +13.7% |
| 3Y | +68.2% | +12.8% | +55.3% | +54.4% |
| 5Y | +40.4% | -35.6% | +76.0% | +36.4% |
| 10Y | +259.3% | +415.7% | -156.4% | +120.2% |
| All | +2,573.8% | +5,186.3% | -2,612.5% | +657.7% |
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