+2,551.3%
ICE vs FDS
+1,030.1%
+1,521.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.5% |
| 7D | +3.2% | -2.0% | +5.2% | +4.3% |
| 30D | +12.9% | +13.5% | -0.6% | +4.9% |
| 3M | +17.5% | +15.2% | +2.4% | +7.2% |
| 6M | +14.0% | +47.0% | -33.1% | -12.5% |
| YTD | +10.0% | +13.9% | -3.9% | -3.9% |
| 1Y | +19.5% | +25.2% | -5.6% | -2.2% |
| 3Y | +66.8% | -25.3% | +92.1% | +81.3% |
| 5Y | +40.3% | -23.3% | +63.7% | +46.3% |
| 10Y | +249.7% | +126.0% | +123.7% | +60.1% |
| All | +2,551.3% | +1,030.1% | +1,521.2% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling