+304.4%
FLEX vs ICE
+64.7%
+239.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +12.2% |
| 7D | -7.2% | +1.0% | -8.2% | -7.0% |
| 30D | -34.8% | +11.4% | -46.2% | -33.9% |
| 3M | -35.6% | +16.2% | -51.8% | -34.6% |
| 6M | -45.0% | +12.5% | -57.5% | -42.6% |
| YTD | +29.4% | +8.6% | +20.8% | +34.8% |
| 1Y | +24.8% | +18.4% | +6.4% | +25.1% |
| 3Y | +304.4% | +66.4% | +238.0% | +232.7% |
| All | +304.4% | +64.7% | +239.7% | +232.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling