+2,316.3%
ICE vs BEN
+120.7%
+2,195.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -3.9% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | +7.6% | -0.5% | +8.2% | +7.8% |
| 3M | +13.9% | +9.7% | +4.2% | +7.8% |
| 6M | -2.4% | +33.9% | -36.3% | -17.7% |
| YTD | +0.3% | +49.0% | -48.7% | -20.5% |
| 1Y | -6.4% | +42.1% | -48.5% | -24.1% |
| 3Y | +43.1% | +51.9% | -8.8% | +5.9% |
| 5Y | +42.1% | +39.0% | +3.1% | +4.1% |
| 10Y | +220.9% | +57.9% | +163.1% | +81.1% |
| All | +2,316.3% | +120.7% | +2,195.6% | +675.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling