+2,583.6%
ICE vs BEN
+131.2%
+2,452.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | +3.6% | +6.8% | -3.2% | 0.0% |
| 30D | +15.1% | +18.0% | -2.9% | +5.1% |
| 3M | +15.4% | +7.5% | +7.9% | +10.4% |
| 6M | +16.1% | +14.7% | +1.4% | +6.6% |
| YTD | +11.4% | +56.1% | -44.7% | -14.3% |
| 1Y | +18.5% | +69.6% | -51.1% | -12.9% |
| 3Y | +70.5% | +87.7% | -17.1% | +11.9% |
| 5Y | +40.9% | +28.6% | +12.3% | +9.1% |
| 10Y | +260.6% | +59.8% | +200.8% | +104.3% |
| All | +2,583.6% | +131.2% | +2,452.4% | +735.7% |
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