+264.8%
ICE vs GEN
+156.5%
+108.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.0% |
| 7D | +3.2% | -0.8% | +4.1% | +3.4% |
| 30D | +14.7% | +31.2% | -16.5% | +8.5% |
| 3M | +19.8% | +6.1% | +13.7% | +17.7% |
| 6M | +15.2% | +38.1% | -22.9% | +7.1% |
| YTD | +12.7% | +14.4% | -1.7% | +8.2% |
| 1Y | +20.4% | +15.1% | +5.3% | +15.5% |
| 3Y | +70.8% | +68.5% | +2.3% | +49.7% |
| 5Y | +43.9% | +35.8% | +8.1% | +29.7% |
| 10Y | +264.8% | +155.4% | +109.4% | +178.3% |
| All | +264.8% | +156.5% | +108.3% | +178.3% |
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