+609.0%
ICE vs FIVE
+868.1%
-259.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -2.7% |
| 7D | -0.7% | +4.3% | -4.9% | -1.3% |
| 30D | +7.6% | +12.5% | -4.9% | +5.7% |
| 3M | +13.9% | +31.2% | -17.3% | +9.5% |
| 6M | -2.4% | +14.4% | -16.7% | -4.9% |
| YTD | +0.3% | +33.9% | -33.6% | -4.6% |
| 1Y | -6.4% | +65.1% | -71.5% | -13.9% |
| 3Y | +43.1% | +49.0% | -5.9% | +28.9% |
| 5Y | +42.1% | +30.3% | +11.8% | +27.5% |
| 10Y | +220.9% | +481.1% | -260.2% | +121.9% |
| All | +609.0% | +868.1% | -259.2% | +360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling