+45.0%
ICE vs FIVE
+31.2%
+13.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -2.6% |
| 7D | -0.7% | +4.3% | -4.9% | -1.1% |
| 30D | +7.6% | +12.5% | -4.9% | +6.2% |
| 3M | +13.9% | +31.2% | -17.3% | +10.5% |
| 6M | -2.4% | +14.4% | -16.7% | -4.3% |
| YTD | +0.3% | +33.9% | -33.6% | -3.6% |
| 1Y | -6.4% | +65.1% | -71.5% | -12.4% |
| 3Y | +43.1% | +49.0% | -5.9% | +35.1% |
| All | +45.0% | +31.2% | +13.7% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling