+45.0%
ICE vs CF
+227.0%
-182.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.7% |
| 7D | -0.7% | +6.0% | -6.7% | -1.2% |
| 30D | +7.6% | +14.8% | -7.2% | +6.2% |
| 3M | +13.9% | +14.1% | -0.1% | +12.4% |
| 6M | -2.4% | +28.5% | -30.9% | -5.4% |
| YTD | +0.3% | +74.9% | -74.7% | -6.2% |
| 1Y | -6.4% | +61.7% | -68.1% | -11.7% |
| 3Y | +43.1% | +80.3% | -37.2% | +31.4% |
| All | +45.0% | +227.0% | -182.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 5y: compounded portfolio wealth divided by compounded CF 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…
5y analysis · Full analysis span regression · 6 months rolling