+922.0%
FLEX vs ICE
+2,568.3%
-1,646.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.2% |
| 7D | -13.6% | +3.2% | -16.8% | -14.7% |
| 30D | -36.5% | +12.9% | -49.4% | -39.7% |
| 3M | -36.4% | +17.5% | -54.0% | -40.7% |
| 6M | -46.5% | +14.0% | -60.5% | -50.1% |
| YTD | +25.9% | +10.0% | +15.9% | +17.6% |
| 1Y | +19.6% | +19.5% | 0.0% | +8.1% |
| 3Y | +287.0% | +66.8% | +220.2% | +205.5% |
| 5Y | +466.6% | +40.3% | +426.3% | +376.0% |
| 10Y | +626.9% | +249.7% | +377.2% | +339.3% |
| All | +922.0% | +2,568.3% | -1,646.3% | +264.8% |
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