+411.8%
ICE vs RNG
+309.1%
+102.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.6% |
| 7D | -1.2% | -0.8% | -0.3% | -1.1% |
| 30D | +5.0% | +11.4% | -6.4% | +3.6% |
| 3M | +13.9% | +72.1% | -58.2% | +6.0% |
| 6M | -4.4% | +67.9% | -72.3% | -11.4% |
| YTD | -1.9% | +144.3% | -146.3% | -14.1% |
| 1Y | -8.1% | +117.5% | -125.6% | -18.5% |
| 3Y | +42.5% | +123.9% | -81.4% | +22.0% |
| 5Y | +40.6% | -70.1% | +110.7% | +48.7% |
| 10Y | +217.1% | +215.9% | +1.2% | +136.9% |
| All | +411.8% | +309.1% | +102.7% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling