+2,573.8%
ICE vs FITB
+156.3%
+2,417.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +13.7% | +7.3% | +6.4% | +11.5% |
| 3M | +17.9% | -6.3% | +24.2% | +19.9% |
| 6M | +15.0% | +12.6% | +2.4% | +11.0% |
| YTD | +10.9% | +18.0% | -7.0% | +5.2% |
| 1Y | +17.0% | +28.9% | -11.9% | +8.2% |
| 3Y | +68.2% | +139.4% | -71.2% | +29.1% |
| 5Y | +40.4% | +47.2% | -6.8% | +19.6% |
| 10Y | +259.3% | +213.0% | +46.2% | +128.1% |
| All | +2,573.8% | +156.3% | +2,417.6% | +1,626.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling