+23.7%
ICE vs FLNC
-70.4%
+94.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.9% |
| 7D | -2.4% | -4.1% | +1.7% | -2.3% |
| 30D | +4.0% | -24.8% | +28.8% | +4.9% |
| 3M | +13.7% | -59.1% | +72.8% | +16.8% |
| 6M | +0.9% | -42.0% | +42.9% | +1.2% |
| YTD | -2.1% | -49.8% | +47.7% | -2.1% |
| 1Y | -9.5% | +43.1% | -52.6% | -15.9% |
| 3Y | +42.1% | -61.0% | +103.0% | +37.1% |
| All | +23.7% | -70.4% | +94.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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