+214.9%
ICE vs FDX
+173.3%
+41.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -0.9% | -2.3% | +1.5% | -0.3% |
| 30D | +4.0% | -4.9% | +8.8% | +5.1% |
| 3M | +11.0% | -6.5% | +17.4% | +12.3% |
| 6M | -5.0% | +6.7% | -11.6% | -6.9% |
| YTD | -2.7% | +33.9% | -36.6% | -9.6% |
| 1Y | -8.6% | +72.2% | -80.8% | -19.9% |
| 3Y | +41.4% | +60.2% | -18.9% | +22.5% |
| 5Y | +39.9% | +62.9% | -23.1% | +17.4% |
| 10Y | +214.9% | +178.8% | +36.1% | +104.9% |
| All | +214.9% | +173.3% | +41.6% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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