+40.6%
ICE vs FITB
+67.6%
-27.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | +4.0% | -5.1% | +9.1% | +5.1% |
| 3M | +11.0% | +3.5% | +7.4% | +9.9% |
| 6M | -5.0% | +17.2% | -22.2% | -8.6% |
| YTD | -2.7% | +17.6% | -20.3% | -6.8% |
| 1Y | -8.6% | +23.4% | -32.0% | -13.6% |
| 3Y | +41.4% | +129.7% | -88.4% | +14.1% |
| All | +40.6% | +67.6% | -27.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling