+40.3%
ICE vs FDS
-22.8%
+63.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | +3.2% | -2.0% | +5.2% | +3.8% |
| 30D | +12.9% | +13.5% | -0.6% | +8.4% |
| 3M | +17.5% | +15.2% | +2.4% | +11.9% |
| 6M | +14.0% | +47.0% | -33.1% | -1.2% |
| YTD | +10.0% | +13.9% | -3.9% | +4.1% |
| 1Y | +19.5% | +25.2% | -5.6% | +8.4% |
| 3Y | +66.8% | -25.3% | +92.1% | +84.0% |
| 5Y | +40.3% | -23.3% | +63.7% | +49.8% |
| All | +40.3% | -22.8% | +63.1% | +49.8% |
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