+264.8%
ICE vs FAST
+541.5%
-276.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | +3.2% | +4.3% | -1.0% | +1.9% |
| 30D | +14.7% | +8.3% | +6.4% | +11.9% |
| 3M | +19.8% | +6.5% | +13.3% | +17.4% |
| 6M | +15.2% | +29.5% | -14.3% | +5.9% |
| YTD | +12.7% | +41.3% | -28.6% | -0.4% |
| 1Y | +20.4% | +37.4% | -17.0% | +7.4% |
| 3Y | +70.8% | +98.5% | -27.8% | +31.0% |
| 5Y | +43.9% | +111.1% | -67.2% | +6.4% |
| 10Y | +264.8% | +548.6% | -283.8% | +94.1% |
| All | +264.8% | +541.5% | -276.7% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling