+46.1%
ICE vs FAST
+86.1%
-40.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | +7.6% | -0.8% | +8.4% | +7.7% |
| 3M | +13.9% | +5.8% | +8.2% | +12.9% |
| 6M | -2.4% | +8.0% | -10.3% | -3.8% |
| YTD | +0.3% | +25.6% | -25.4% | -4.3% |
| 1Y | -6.4% | +0.8% | -7.2% | -6.9% |
| All | +46.1% | +86.1% | -40.0% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling