+2,489.8%
ICE vs FAST
+1,665.1%
+824.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +2.0% | +2.1% | -0.1% | +1.0% |
| 30D | +12.9% | +6.9% | +6.0% | +9.2% |
| 3M | +15.4% | +4.8% | +10.6% | +12.6% |
| 6M | +13.1% | +19.8% | -6.7% | +2.9% |
| YTD | +7.5% | +34.9% | -27.4% | -9.0% |
| 1Y | +18.3% | +32.8% | -14.4% | +0.9% |
| 3Y | +65.9% | +93.7% | -27.8% | +12.9% |
| 5Y | +35.2% | +105.3% | -70.1% | -12.5% |
| 10Y | +266.7% | +595.4% | -328.6% | +10.6% |
| All | +2,489.8% | +1,665.1% | +824.7% | +269.2% |
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 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