+264.9%
ICE vs FFIV
+118.6%
+146.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +1.0% |
| 7D | +3.6% | -0.5% | +4.2% | +3.7% |
| 30D | +15.1% | -32.4% | +47.5% | +25.3% |
| 3M | +15.4% | -25.7% | +41.1% | +22.1% |
| 6M | +16.1% | -13.5% | +29.6% | +17.0% |
| YTD | +11.4% | +21.1% | -9.8% | +1.2% |
| 1Y | +18.5% | +29.4% | -11.0% | +5.5% |
| 3Y | +70.5% | +94.9% | -24.4% | +29.8% |
| 5Y | +40.9% | +34.7% | +6.2% | +17.7% |
| All | +264.9% | +118.6% | +146.3% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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