+214.9%
ICE vs FDS
+72.8%
+142.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.6% |
| 7D | -0.9% | -8.8% | +7.9% | +2.9% |
| 30D | +4.0% | -1.4% | +5.3% | +4.4% |
| 3M | +11.0% | +13.9% | -2.9% | +4.0% |
| 6M | -5.0% | +27.4% | -32.3% | -16.3% |
| YTD | -2.7% | -2.5% | -0.2% | -4.3% |
| 1Y | -8.6% | -23.8% | +15.2% | -0.1% |
| 3Y | +41.4% | -32.5% | +73.8% | +60.3% |
| 5Y | +39.9% | -23.2% | +63.0% | +46.3% |
| 10Y | +214.9% | +76.4% | +138.5% | +115.0% |
| All | +214.9% | +72.8% | +142.1% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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