+217.1%
ICE vs FAST
+506.4%
-289.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.0% |
| 7D | -1.2% | +1.3% | -2.4% | -1.5% |
| 30D | +5.0% | -4.7% | +9.7% | +6.5% |
| 3M | +13.9% | +7.9% | +5.9% | +10.9% |
| 6M | -4.4% | +7.4% | -11.8% | -7.2% |
| YTD | -1.9% | +25.1% | -27.0% | -9.9% |
| 1Y | -8.1% | +4.7% | -12.8% | -10.6% |
| 3Y | +42.5% | +94.7% | -52.2% | +9.3% |
| 5Y | +40.6% | +106.8% | -66.1% | +4.5% |
| 10Y | +217.1% | +507.7% | -290.6% | +65.3% |
| All | +217.1% | +506.4% | -289.3% | +65.3% |
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