+40.0%
ICE vs SEI
+950.2%
-910.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.3% |
| 7D | -5.3% | +20.7% | -26.0% | -5.8% |
| 30D | +3.0% | +9.1% | -6.1% | +2.7% |
| 3M | +11.4% | -6.0% | +17.4% | +11.2% |
| 6M | -2.0% | +18.9% | -21.0% | -3.5% |
| YTD | -3.1% | +40.1% | -43.3% | -5.6% |
| 1Y | -8.4% | +120.6% | -129.0% | -13.4% |
| 3Y | +40.7% | +562.1% | -521.4% | +18.0% |
| 5Y | +40.0% | +954.5% | -914.5% | +16.3% |
| All | +40.0% | +950.2% | -910.2% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling