+40.6%
ICE vs GEN
+22.3%
+18.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.5% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +5.0% | +2.6% | +2.3% | +4.3% |
| 3M | +13.9% | +15.8% | -1.9% | +9.9% |
| 6M | -4.4% | +33.1% | -37.5% | -11.2% |
| YTD | -1.9% | +11.3% | -13.2% | -5.1% |
| 1Y | -8.1% | +1.7% | -9.8% | -9.3% |
| 3Y | +42.5% | +58.1% | -15.6% | +23.9% |
| 5Y | +40.6% | +20.6% | +20.0% | +29.9% |
| All | +40.6% | +22.3% | +18.3% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling