+43.9%
ICE vs BEN
+32.3%
+11.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.2% | +7.2% | -3.9% | +1.2% |
| 30D | +14.7% | +14.1% | +0.6% | +10.5% |
| 3M | +19.8% | +9.9% | +9.9% | +16.4% |
| 6M | +15.2% | +17.4% | -2.2% | +9.6% |
| YTD | +12.7% | +57.3% | -44.7% | -2.1% |
| 1Y | +20.4% | +66.9% | -46.5% | +2.7% |
| 3Y | +70.8% | +85.7% | -14.9% | +37.0% |
| 5Y | +43.9% | +31.2% | +12.7% | +24.4% |
| All | +43.9% | +32.3% | +11.6% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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