+40.6%
ICE vs RNG
-69.9%
+110.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.9% | -4.1% | +3.2% | -0.4% |
| 30D | +4.0% | +8.6% | -4.7% | +3.1% |
| 3M | +11.0% | +78.0% | -67.0% | +4.4% |
| 6M | -5.0% | +67.0% | -72.0% | -10.5% |
| YTD | -2.7% | +142.4% | -145.1% | -12.5% |
| 1Y | -8.6% | +120.4% | -129.1% | -17.2% |
| 3Y | +41.4% | +122.1% | -80.8% | +24.7% |
| All | +40.6% | -69.9% | +110.4% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling