+2,516.3%
ICE vs GEN
+340.3%
+2,175.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +11.4% | +28.2% | -16.8% | +2.5% |
| 3M | +16.2% | +2.6% | +13.6% | +14.0% |
| 6M | +12.5% | +32.7% | -20.2% | +0.8% |
| YTD | +8.6% | +11.3% | -2.7% | +2.3% |
| 1Y | +18.4% | +17.9% | +0.4% | +9.4% |
| 3Y | +66.4% | +66.3% | +0.1% | +33.0% |
| 5Y | +37.2% | +31.7% | +5.5% | +15.4% |
| 10Y | +244.8% | +150.0% | +94.8% | +101.4% |
| All | +2,516.3% | +340.3% | +2,175.9% | +823.3% |
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 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