+40.9%
ICE vs RUN
-85.3%
+126.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +3.6% | -13.5% | +17.1% | +4.3% |
| 30D | +15.1% | +18.3% | -3.2% | +14.0% |
| 3M | +15.4% | -12.5% | +27.8% | +15.8% |
| 6M | +16.1% | -40.3% | +56.4% | +18.3% |
| YTD | +11.4% | -53.1% | +64.5% | +13.9% |
| 1Y | +18.5% | -54.3% | +72.7% | +21.1% |
| 3Y | +70.5% | -6.5% | +77.0% | +52.3% |
| All | +40.9% | -85.3% | +126.2% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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