+2,316.3%
ICE vs GEN
+352.9%
+1,963.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.3% |
| 7D | -0.7% | -1.2% | +0.5% | -0.3% |
| 30D | +7.6% | +10.1% | -2.5% | +4.1% |
| 3M | +13.9% | +16.1% | -2.1% | +8.1% |
| 6M | -2.4% | +38.9% | -41.2% | -13.4% |
| YTD | +0.3% | +14.4% | -14.2% | -5.5% |
| 1Y | -6.4% | +5.9% | -12.3% | -9.6% |
| 3Y | +43.1% | +58.8% | -15.7% | +17.0% |
| 5Y | +42.1% | +24.7% | +17.4% | +22.9% |
| 10Y | +220.9% | +163.1% | +57.9% | +85.0% |
| All | +2,316.3% | +352.9% | +1,963.4% | +752.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling