+640.4%
FLEX vs ICE
+258.3%
+382.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.5% |
| 7D | -7.2% | +1.0% | -8.2% | -7.7% |
| 30D | -34.8% | +11.4% | -46.2% | -38.6% |
| 3M | -35.6% | +16.2% | -51.8% | -41.0% |
| 6M | -45.0% | +12.5% | -57.5% | -49.4% |
| YTD | +29.4% | +8.6% | +20.8% | +19.2% |
| 1Y | +24.8% | +18.4% | +6.4% | +8.7% |
| 3Y | +304.4% | +66.4% | +238.0% | +174.7% |
| 5Y | +484.1% | +37.2% | +446.9% | +345.0% |
| 10Y | +640.4% | +244.8% | +395.6% | +250.6% |
| All | +640.4% | +258.3% | +382.1% | +250.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling