+264.8%
ICE vs FITB
+226.2%
+38.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +3.2% | -0.6% | +3.8% | +3.4% |
| 30D | +14.7% | +7.0% | +7.7% | +12.7% |
| 3M | +19.8% | -4.8% | +24.6% | +21.2% |
| 6M | +15.2% | +13.5% | +1.7% | +11.1% |
| YTD | +12.7% | +19.1% | -6.4% | +6.7% |
| 1Y | +20.4% | +30.8% | -10.4% | +11.2% |
| 3Y | +70.8% | +141.6% | -70.9% | +31.2% |
| 5Y | +43.9% | +48.3% | -4.3% | +23.1% |
| 10Y | +264.8% | +215.9% | +48.8% | +118.3% |
| All | +264.8% | +226.2% | +38.6% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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