+2,316.3%
ICE vs FITB
+158.7%
+2,157.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | +7.6% | -4.7% | +12.4% | +9.0% |
| 3M | +13.9% | +6.7% | +7.3% | +11.7% |
| 6M | -2.4% | +12.6% | -14.9% | -5.9% |
| YTD | +0.3% | +19.1% | -18.9% | -5.1% |
| 1Y | -6.4% | +22.6% | -29.1% | -12.3% |
| 3Y | +43.1% | +127.1% | -84.0% | +11.2% |
| 5Y | +42.1% | +71.8% | -29.7% | +15.8% |
| 10Y | +220.9% | +287.2% | -66.3% | +92.1% |
| All | +2,316.3% | +158.7% | +2,157.5% | +1,457.4% |
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