+1,370.8%
FLEX vs ICE
+2,331.7%
-960.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.3% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -10.1% | +7.6% | -17.8% | -12.7% |
| 3M | -31.3% | +13.9% | -45.3% | -35.4% |
| 6M | +71.3% | -2.4% | +73.6% | +69.6% |
| YTD | +81.2% | +0.3% | +81.0% | +76.6% |
| 1Y | +98.5% | -6.4% | +104.9% | +98.1% |
| 3Y | +428.2% | +43.1% | +385.1% | +345.5% |
| 5Y | +657.3% | +42.1% | +615.2% | +536.8% |
| 10Y | +995.9% | +220.9% | +775.0% | +588.7% |
| All | +1,370.8% | +2,331.7% | -960.9% | +447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling