+263.5%
ICE vs FHN
+80.9%
+182.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +2.2% | +1.3% | +1.0% | +2.0% |
| 30D | +13.7% | +2.8% | +10.9% | +13.1% |
| 3M | +17.9% | -8.9% | +26.8% | +19.9% |
| 6M | +15.0% | -0.7% | +15.7% | +14.9% |
| YTD | +10.9% | +0.1% | +10.9% | +10.5% |
| 1Y | +17.0% | +10.4% | +6.6% | +14.4% |
| 3Y | +68.2% | +128.8% | -60.6% | +40.5% |
| 5Y | +40.4% | +61.5% | -21.1% | +19.7% |
| All | +263.5% | +80.9% | +182.6% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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