+64.6%
ICE vs FGI
-3.2%
+67.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | +1.0% | -1.4% | +2.4% | +1.0% |
| 30D | +11.4% | -3.2% | +14.6% | +11.4% |
| 3M | +16.2% | +64.1% | -47.9% | +15.7% |
| 6M | +12.5% | +17.2% | -4.7% | +12.0% |
| YTD | +8.6% | +31.6% | -23.0% | +8.1% |
| 1Y | +18.4% | +45.1% | -26.7% | +17.7% |
| All | +64.6% | -3.2% | +67.8% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling