-58.7%
FIG vs ICE
-8.7%
-50.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.5% |
| 7D | -14.5% | -0.9% | -13.6% | -13.8% |
| 30D | -13.3% | +4.0% | -17.3% | -16.4% |
| 3M | +7.4% | +11.0% | -3.5% | -3.9% |
| 6M | -27.8% | -5.0% | -22.8% | -25.1% |
| YTD | -41.1% | -2.7% | -38.4% | -40.3% |
| 1Y | -58.7% | -8.6% | -50.1% | -53.9% |
| All | -58.7% | -8.7% | -50.0% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling