+40.6%
ICE vs FDS
-20.4%
+61.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.8% |
| 7D | -1.2% | -5.4% | +4.2% | +0.6% |
| 30D | +5.0% | +1.6% | +3.4% | +4.3% |
| 3M | +13.9% | +17.7% | -3.9% | +7.2% |
| 6M | -4.4% | +29.1% | -33.5% | -13.7% |
| YTD | -1.9% | +1.0% | -2.9% | -3.4% |
| 1Y | -8.1% | -21.6% | +13.5% | -0.2% |
| 3Y | +42.5% | -30.1% | +72.6% | +58.8% |
| 5Y | +40.6% | -20.7% | +61.4% | +58.4% |
| All | +40.6% | -20.4% | +61.0% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling