+48.1%
ICE vs FGI
-70.6%
+118.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +2.0% | -7.0% | +9.0% | +2.1% |
| 30D | +12.9% | -4.2% | +17.1% | +12.9% |
| 3M | +15.4% | +55.6% | -40.2% | +14.1% |
| 6M | +13.1% | -3.2% | +16.3% | +12.1% |
| YTD | +7.5% | +29.1% | -21.7% | +5.7% |
| 1Y | +18.3% | +51.0% | -32.6% | +15.7% |
| 3Y | +65.9% | +1.5% | +64.4% | +60.4% |
| All | +48.1% | -70.6% | +118.6% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling