+52.9%
ICE vs FGI
-66.3%
+119.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.7% | -1.6% |
| 7D | +2.2% | +13.5% | -11.3% | +2.1% |
| 30D | +13.7% | +17.1% | -3.4% | +13.5% |
| 3M | +17.9% | +78.0% | -60.1% | +16.4% |
| 6M | +15.0% | +46.4% | -31.5% | +13.5% |
| YTD | +10.9% | +47.7% | -36.8% | +9.0% |
| 1Y | +17.0% | +56.8% | -39.8% | +14.4% |
| 3Y | +68.2% | +12.3% | +55.9% | +62.8% |
| All | +52.9% | -66.3% | +119.2% | +52.2% |
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