+51.6%
ICE vs FGI
-70.0%
+121.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | +3.2% | -4.1% | +7.3% | +3.2% |
| 30D | +12.9% | -3.4% | +16.3% | +12.9% |
| 3M | +17.5% | +61.8% | -44.2% | +16.1% |
| 6M | +14.0% | +17.0% | -3.1% | +12.8% |
| YTD | +10.0% | +31.4% | -21.4% | +8.2% |
| 1Y | +19.5% | +42.7% | -23.1% | +17.0% |
| 3Y | +66.8% | -0.1% | +66.9% | +61.6% |
| All | +51.6% | -70.0% | +121.6% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling