+2,316.3%
ICE vs FE
+149.0%
+2,167.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -0.7% | +1.9% | -2.6% | -1.6% |
| 30D | +7.6% | -1.2% | +8.8% | +8.2% |
| 3M | +13.9% | +3.5% | +10.4% | +11.9% |
| 6M | -2.4% | -6.1% | +3.7% | +0.4% |
| YTD | +0.3% | +7.6% | -7.3% | -3.8% |
| 1Y | -6.4% | +11.9% | -18.3% | -12.1% |
| 3Y | +43.1% | +48.4% | -5.3% | +14.7% |
| 5Y | +42.1% | +44.8% | -2.7% | +13.8% |
| 10Y | +220.9% | +115.9% | +105.0% | +84.4% |
| All | +2,316.3% | +149.0% | +2,167.3% | +1,318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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