-8.1%
ICE vs FFIV
+23.1%
-31.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.2% | -1.5% | +0.4% | -1.0% |
| 30D | +5.0% | -2.7% | +7.6% | +5.2% |
| 3M | +13.9% | -1.7% | +15.5% | +13.3% |
| 6M | -4.4% | +36.1% | -40.5% | -10.8% |
| YTD | -1.9% | +52.6% | -54.6% | -11.0% |
| 1Y | -8.1% | +21.5% | -29.6% | -13.8% |
| All | -8.1% | +23.1% | -31.2% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling