+2,489.8%
ICE vs FFIV
+1,073.2%
+1,416.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +2.0% | -8.1% | +10.2% | +4.7% |
| 30D | +12.9% | -33.4% | +46.3% | +26.7% |
| 3M | +15.4% | -24.7% | +40.2% | +23.9% |
| 6M | +13.1% | -8.8% | +21.9% | +13.1% |
| YTD | +7.5% | +21.8% | -14.3% | -3.3% |
| 1Y | +18.3% | +25.3% | -7.0% | +5.3% |
| 3Y | +65.9% | +101.2% | -35.2% | +21.8% |
| 5Y | +35.2% | +40.2% | -5.0% | +10.1% |
| 10Y | +266.7% | +129.0% | +137.7% | +137.4% |
| All | +2,489.8% | +1,073.2% | +1,416.6% | +513.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling