-83.6%
FIG vs ICE
-1.2%
-82.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.2% |
| 7D | -14.3% | +3.2% | -17.5% | -16.5% |
| 30D | -13.6% | +14.7% | -28.3% | -23.2% |
| 3M | -23.7% | +19.8% | -43.5% | -34.7% |
| 6M | -5.4% | +15.2% | -20.6% | -17.6% |
| YTD | -49.2% | +12.7% | -61.9% | -54.8% |
| 1Y | -57.4% | +20.4% | -77.8% | -63.0% |
| All | -83.6% | -1.2% | -82.4% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling