+2,614.9%
ICE vs BEN
+133.0%
+2,481.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.2% | +7.2% | -3.9% | -0.7% |
| 30D | +14.7% | +14.1% | +0.6% | +6.5% |
| 3M | +19.8% | +9.9% | +9.9% | +13.2% |
| 6M | +15.2% | +17.4% | -2.2% | +4.5% |
| YTD | +12.7% | +57.3% | -44.7% | -13.6% |
| 1Y | +20.4% | +66.9% | -46.5% | -10.7% |
| 3Y | +70.8% | +85.7% | -14.9% | +12.8% |
| 5Y | +43.9% | +31.2% | +12.7% | +10.2% |
| 10Y | +264.8% | +61.0% | +203.7% | +105.9% |
| All | +2,614.9% | +133.0% | +2,481.9% | +742.0% |
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