+2,316.3%
ICE vs FFIV
+1,373.7%
+942.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | +7.6% | -5.1% | +12.7% | +9.2% |
| 3M | +13.9% | -4.5% | +18.4% | +14.7% |
| 6M | -2.4% | +36.5% | -38.8% | -13.2% |
| YTD | +0.3% | +53.0% | -52.7% | -14.6% |
| 1Y | -6.4% | +24.2% | -30.6% | -15.1% |
| 3Y | +43.1% | +137.2% | -94.1% | +1.6% |
| 5Y | +42.1% | +91.8% | -49.7% | +6.1% |
| 10Y | +220.9% | +215.2% | +5.8% | +89.8% |
| All | +2,316.3% | +1,373.7% | +942.5% | +442.1% |
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