+40.6%
ICE vs RNG
+120.1%
-79.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | -5.3% | -9.6% | +4.3% | -4.7% |
| 30D | +3.0% | +8.8% | -5.8% | +2.4% |
| 3M | +11.4% | +78.6% | -67.2% | +6.9% |
| 6M | -2.0% | +70.3% | -72.3% | -6.1% |
| YTD | -3.1% | +140.3% | -143.5% | -9.7% |
| 1Y | -8.4% | +126.6% | -135.0% | -14.4% |
| All | +40.6% | +120.1% | -79.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling