+20.4%
ICE vs FITB
+30.5%
-10.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | +14.7% | +7.0% | +7.7% | +13.7% |
| 3M | +19.8% | -4.8% | +24.6% | +20.4% |
| 6M | +15.2% | +13.5% | +1.7% | +13.0% |
| YTD | +12.7% | +19.1% | -6.4% | +6.3% |
| 1Y | +20.4% | +30.8% | -10.4% | +8.9% |
| All | +20.4% | +30.5% | -10.1% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling