+264.9%
ICE vs FAST
+541.9%
-277.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +3.6% | +4.2% | -0.5% | +2.3% |
| 30D | +15.1% | +6.7% | +8.4% | +12.7% |
| 3M | +15.4% | +8.0% | +7.3% | +12.5% |
| 6M | +16.1% | +27.4% | -11.3% | +7.2% |
| YTD | +11.4% | +40.5% | -29.1% | -1.4% |
| 1Y | +18.5% | +38.4% | -19.9% | +5.4% |
| 3Y | +70.5% | +98.7% | -28.1% | +30.7% |
| 5Y | +40.9% | +106.7% | -65.8% | +4.9% |
| All | +264.9% | +541.9% | -277.0% | +91.2% |
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