+70.5%
ICE vs SEI
+684.3%
-613.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.4% |
| 7D | +3.6% | +10.5% | -6.8% | +3.7% |
| 30D | +15.1% | -8.0% | +23.1% | +15.1% |
| 3M | +15.4% | +6.7% | +8.6% | +15.5% |
| 6M | +16.1% | -17.0% | +33.2% | +16.4% |
| YTD | +11.4% | +39.7% | -28.3% | +9.9% |
| 1Y | +18.5% | +43.2% | -24.7% | +16.8% |
| 3Y | +70.5% | +676.3% | -605.8% | +53.6% |
| All | +70.5% | +684.3% | -613.7% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 3y: compounded portfolio wealth divided by compounded SEI 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…
3y analysis · Full analysis span regression · 6 months rolling