+19.5%
ICE vs FAST
+36.9%
-17.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +3.2% | +4.8% | -1.6% | +2.9% |
| 30D | +12.9% | +8.6% | +4.3% | +12.5% |
| 3M | +17.5% | +5.7% | +11.8% | +16.9% |
| 6M | +14.0% | +25.5% | -11.5% | +13.6% |
| YTD | +10.0% | +39.6% | -29.6% | +3.7% |
| 1Y | +19.5% | +35.5% | -15.9% | +13.6% |
| All | +19.5% | +36.9% | -17.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling