-5.4%
FIG vs ICE
+17.3%
-22.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.1% |
| 7D | -14.3% | +3.2% | -17.5% | -16.4% |
| 30D | -13.6% | +14.7% | -28.3% | -22.8% |
| 3M | -23.7% | +19.8% | -43.5% | -34.6% |
| 6M | -5.4% | +15.2% | -20.6% | -20.4% |
| All | -5.4% | +17.3% | -22.7% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling