+100.5%
FLEX vs ICE
-8.7%
+109.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.9% |
| 7D | +6.4% | -0.9% | +7.2% | +5.9% |
| 30D | -5.9% | +4.0% | -9.8% | -3.6% |
| 3M | -23.5% | +11.0% | -34.4% | -16.3% |
| 6M | +83.7% | -5.0% | +88.7% | +96.0% |
| YTD | +86.5% | -2.7% | +89.2% | +99.1% |
| 1Y | +100.5% | -8.6% | +109.1% | +106.4% |
| All | +100.5% | -8.7% | +109.2% | +106.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling