+290.6%
ICE vs RUN
-31.9%
+322.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -0.7% | +1.3% | -1.9% | -0.8% |
| 30D | +7.6% | -15.3% | +22.9% | +8.5% |
| 3M | +13.9% | -40.0% | +54.0% | +17.0% |
| 6M | -2.4% | -27.0% | +24.6% | -1.3% |
| YTD | +0.3% | -51.7% | +51.9% | +3.1% |
| 1Y | -6.4% | -45.9% | +39.5% | -5.0% |
| 3Y | +43.1% | -43.8% | +86.9% | +33.9% |
| 5Y | +42.1% | -80.5% | +122.6% | +38.3% |
| 10Y | +220.9% | +45.3% | +175.7% | +162.9% |
| All | +290.6% | -31.9% | +322.6% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling