-8.1%
ICE vs FIVE
+65.4%
-73.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -1.2% | +3.7% | -4.8% | -1.2% |
| 30D | +5.0% | +4.0% | +1.0% | +4.8% |
| 3M | +13.9% | +36.2% | -22.4% | +12.8% |
| 6M | -4.4% | +18.0% | -22.4% | -5.4% |
| YTD | -1.9% | +34.9% | -36.8% | -4.1% |
| 1Y | -8.1% | +67.9% | -76.0% | -11.9% |
| All | -8.1% | +65.4% | -73.5% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling