+249.7%
ICE vs FIVE
+562.8%
-313.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +3.2% | +7.3% | -4.2% | +2.1% |
| 30D | +12.9% | +18.1% | -5.1% | +10.2% |
| 3M | +17.5% | +7.7% | +9.8% | +16.0% |
| 6M | +14.0% | +13.6% | +0.4% | +11.1% |
| YTD | +10.0% | +34.6% | -24.6% | +4.2% |
| 1Y | +19.5% | +66.2% | -46.7% | +9.6% |
| 3Y | +66.8% | +43.5% | +23.3% | +51.2% |
| 5Y | +40.3% | +20.7% | +19.7% | +27.5% |
| 10Y | +249.7% | +541.5% | -291.8% | +148.6% |
| All | +249.7% | +562.8% | -313.1% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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