+606.3%
ICE vs FANG
+1,416.0%
-809.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -5.3% | +1.2% | -6.5% | -5.5% |
| 30D | +3.0% | +2.4% | +0.6% | +2.7% |
| 3M | +11.4% | +5.1% | +6.4% | +10.7% |
| 6M | -2.0% | +16.4% | -18.5% | -4.0% |
| YTD | -3.1% | +39.0% | -42.1% | -7.1% |
| 1Y | -8.4% | +50.6% | -59.0% | -13.0% |
| 3Y | +40.7% | +46.9% | -6.2% | +32.3% |
| 5Y | +40.0% | +238.2% | -198.3% | +18.1% |
| 10Y | +213.5% | +181.3% | +32.3% | +141.0% |
| All | +606.3% | +1,416.0% | -809.7% | +332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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