+263.5%
ICE vs FIVE
+505.3%
-241.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | +2.2% | +2.4% | -0.2% | +1.8% |
| 30D | +13.7% | +15.8% | -2.1% | +11.3% |
| 3M | +17.9% | +3.8% | +14.1% | +17.0% |
| 6M | +15.0% | +18.5% | -3.6% | +11.4% |
| YTD | +10.9% | +31.2% | -20.3% | +5.4% |
| 1Y | +17.0% | +61.8% | -44.8% | +7.7% |
| 3Y | +68.2% | +39.9% | +28.3% | +53.0% |
| 5Y | +40.4% | +18.3% | +22.1% | +27.8% |
| All | +263.5% | +505.3% | -241.8% | +157.1% |
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