+40.6%
ICE vs FHN
+88.9%
-48.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -1.2% | +2.7% | -3.8% | -1.4% |
| 30D | +5.0% | -3.1% | +8.1% | +5.2% |
| 3M | +13.9% | +2.3% | +11.5% | +13.6% |
| 6M | -4.4% | +9.7% | -14.1% | -5.3% |
| YTD | -1.9% | +4.7% | -6.6% | -2.5% |
| 1Y | -8.1% | +13.8% | -21.9% | -9.4% |
| 3Y | +42.5% | +131.6% | -89.1% | +33.3% |
| 5Y | +40.6% | +91.1% | -50.5% | +32.3% |
| All | +40.6% | +88.9% | -48.3% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling