-80.3%
FIG vs ICE
-14.0%
-66.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -3.8% |
| 7D | -16.4% | -1.2% | -15.2% | -15.5% |
| 30D | -2.3% | +5.0% | -7.3% | -6.3% |
| 3M | +7.8% | +13.9% | -6.1% | -5.0% |
| 6M | -21.8% | -4.4% | -17.4% | -20.3% |
| YTD | -39.1% | -1.9% | -37.2% | -39.0% |
| 1Y | -56.6% | -8.1% | -48.5% | -58.3% |
| All | -80.3% | -14.0% | -66.3% | -83.1% |
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