+2,316.3%
ICE vs FAST
+1,543.9%
+772.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | +7.6% | -0.8% | +8.4% | +7.9% |
| 3M | +13.9% | +5.8% | +8.2% | +10.4% |
| 6M | -2.4% | +8.0% | -10.3% | -7.1% |
| YTD | +0.3% | +25.6% | -25.4% | -12.1% |
| 1Y | -6.4% | +0.8% | -7.2% | -8.9% |
| 3Y | +43.1% | +86.1% | -43.0% | -1.0% |
| 5Y | +42.1% | +100.2% | -58.1% | -7.0% |
| 10Y | +220.9% | +494.2% | -273.2% | +5.1% |
| All | +2,316.3% | +1,543.9% | +772.4% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling