+46.1%
ICE vs FIVE
+50.0%
-4.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -2.2% |
| 7D | -0.7% | +4.3% | -4.9% | -0.8% |
| 30D | +7.6% | +12.5% | -4.9% | +7.1% |
| 3M | +13.9% | +31.2% | -17.3% | +12.7% |
| 6M | -2.4% | +14.4% | -16.7% | -3.0% |
| YTD | +0.3% | +33.9% | -33.6% | -1.1% |
| 1Y | -6.4% | +65.1% | -71.5% | -8.6% |
| All | +46.1% | +50.0% | -4.0% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling