-83.2%
FIG vs ICE
-2.3%
-80.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.5% |
| 7D | +3.4% | +3.6% | -0.2% | +0.3% |
| 30D | -9.5% | +15.1% | -24.5% | -19.8% |
| 3M | -26.2% | +15.4% | -41.6% | -34.8% |
| 6M | +2.7% | +16.1% | -13.4% | -11.2% |
| YTD | -48.0% | +11.4% | -59.3% | -53.2% |
| 1Y | -52.0% | +18.5% | -70.5% | -58.0% |
| All | -83.2% | -2.3% | -80.8% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling