+40.6%
ICE vs FDX
+63.0%
-22.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.8% |
| 7D | -1.2% | -3.3% | +2.2% | -0.7% |
| 30D | +5.0% | -1.4% | +6.4% | +5.2% |
| 3M | +13.9% | -4.5% | +18.4% | +14.5% |
| 6M | -4.4% | +9.4% | -13.8% | -6.0% |
| YTD | -1.9% | +36.0% | -37.9% | -6.9% |
| 1Y | -8.1% | +75.5% | -83.6% | -16.2% |
| 3Y | +42.5% | +62.8% | -20.3% | +28.7% |
| 5Y | +40.6% | +64.4% | -23.8% | +22.7% |
| All | +40.6% | +63.0% | -22.4% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling