+2,489.8%
ICE vs FE
+147.2%
+2,342.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | +2.0% | -1.0% | +3.0% | +2.6% |
| 30D | +12.9% | +4.1% | +8.7% | +10.7% |
| 3M | +15.4% | -1.0% | +16.4% | +15.9% |
| 6M | +13.1% | +4.0% | +9.1% | +10.7% |
| YTD | +7.5% | +6.8% | +0.6% | +3.5% |
| 1Y | +18.3% | +5.3% | +13.0% | +14.6% |
| 3Y | +65.9% | +44.6% | +21.3% | +35.0% |
| 5Y | +35.2% | +44.2% | -9.0% | +8.5% |
| 10Y | +266.7% | +107.3% | +159.5% | +116.7% |
| All | +2,489.8% | +147.2% | +2,342.6% | +1,425.8% |
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