+2,316.3%
ICE vs FDS
+946.9%
+1,369.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | 0.0% |
| 7D | -0.7% | -1.9% | +1.2% | +0.4% |
| 30D | +7.6% | +9.0% | -1.4% | +2.1% |
| 3M | +13.9% | +18.9% | -4.9% | +1.2% |
| 6M | -2.4% | +35.1% | -37.5% | -21.4% |
| YTD | +0.3% | +5.5% | -5.2% | -7.7% |
| 1Y | -6.4% | -16.8% | +10.4% | -1.9% |
| 3Y | +43.1% | -28.1% | +71.2% | +59.6% |
| 5Y | +42.1% | -17.4% | +59.5% | +41.1% |
| 10Y | +220.9% | +85.4% | +135.5% | +68.4% |
| All | +2,316.3% | +946.9% | +1,369.4% | +271.8% |
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 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