+1,060.6%
FLEX vs ICE
+216.5%
+844.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +5.5% |
| 7D | +7.0% | -1.2% | +8.1% | +7.5% |
| 30D | -5.8% | +5.0% | -10.8% | -8.4% |
| 3M | -24.2% | +13.9% | -38.1% | -30.4% |
| 6M | +90.8% | -4.4% | +95.2% | +91.8% |
| YTD | +89.2% | -1.9% | +91.1% | +85.0% |
| 1Y | +104.7% | -8.1% | +112.8% | +107.8% |
| 3Y | +478.1% | +42.5% | +435.6% | +333.3% |
| 5Y | +726.2% | +40.6% | +685.6% | +511.0% |
| 10Y | +1,060.6% | +217.1% | +843.5% | +499.8% |
| All | +1,060.6% | +216.5% | +844.1% | +499.8% |
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