+2,316.3%
ICE vs FDX
+429.7%
+1,886.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.8% |
| 7D | -0.7% | -2.5% | +1.9% | +0.4% |
| 30D | +7.6% | +3.8% | +3.8% | +5.9% |
| 3M | +13.9% | -1.3% | +15.2% | +13.9% |
| 6M | -2.4% | +5.0% | -7.4% | -5.9% |
| YTD | +0.3% | +39.6% | -39.4% | -14.9% |
| 1Y | -6.4% | +81.1% | -87.5% | -29.4% |
| 3Y | +43.1% | +63.0% | -19.9% | +6.4% |
| 5Y | +42.1% | +65.6% | -23.5% | -1.4% |
| 10Y | +220.9% | +183.4% | +37.6% | +40.0% |
| All | +2,316.3% | +429.7% | +1,886.5% | +619.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling