+40.9%
ICE vs FIVE
+16.7%
+24.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.6% | +2.7% | +1.0% | +3.3% |
| 30D | +15.1% | +12.7% | +2.4% | +13.6% |
| 3M | +15.4% | +2.1% | +13.3% | +14.9% |
| 6M | +16.1% | +17.5% | -1.3% | +13.6% |
| YTD | +11.4% | +31.0% | -19.6% | +7.3% |
| 1Y | +18.5% | +67.7% | -49.3% | +10.9% |
| 3Y | +70.5% | +43.4% | +27.2% | +62.4% |
| All | +40.9% | +16.7% | +24.2% | +35.1% |
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 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