+244.8%
ICE vs FAST
+606.6%
-361.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.1% |
| 7D | +1.0% | +3.8% | -2.8% | -0.2% |
| 30D | +11.4% | +8.1% | +3.3% | +8.7% |
| 3M | +16.2% | +5.8% | +10.4% | +14.0% |
| 6M | +12.5% | +24.9% | -12.4% | +4.5% |
| YTD | +8.6% | +38.9% | -30.4% | -3.5% |
| 1Y | +18.4% | +36.5% | -18.1% | +5.8% |
| 3Y | +66.4% | +98.1% | -31.7% | +27.7% |
| 5Y | +37.2% | +109.3% | -72.1% | +1.7% |
| 10Y | +244.8% | +547.9% | -303.1% | +81.7% |
| All | +244.8% | +606.6% | -361.8% | +81.7% |
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