+20.6%
ICE vs FGI
+38.7%
-18.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.0% | +7.3% | +2.4% |
| 7D | +12.2% | +3.3% | +8.8% | +12.1% |
| 30D | +15.0% | -2.0% | +17.0% | +14.9% |
| 3M | +17.6% | +60.3% | -42.6% | +16.9% |
| 6M | +12.6% | +0.7% | +11.9% | +11.7% |
| YTD | +9.1% | +30.2% | -21.1% | +9.9% |
| 1Y | +20.6% | +44.4% | -23.8% | +18.3% |
| All | +20.6% | +38.7% | -18.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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