+213.7%
ICE vs GEN
+159.8%
+53.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.8% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +4.0% | +6.1% | -2.1% | +2.7% |
| 3M | +13.7% | +27.0% | -13.3% | +8.2% |
| 6M | +0.9% | +43.9% | -42.9% | -6.8% |
| YTD | -2.1% | +13.0% | -15.1% | -5.3% |
| 1Y | -9.5% | +4.0% | -13.5% | -11.0% |
| 3Y | +42.1% | +66.2% | -24.1% | +25.4% |
| 5Y | +41.4% | +23.2% | +18.2% | +30.3% |
| All | +213.7% | +159.8% | +53.8% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling