+22.4%
ICE vs FLNC
-71.1%
+93.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.3% |
| 7D | -5.3% | -5.0% | -0.3% | -5.2% |
| 30D | +3.0% | -26.1% | +29.1% | +4.0% |
| 3M | +11.4% | -55.2% | +66.6% | +14.0% |
| 6M | -2.0% | -42.6% | +40.5% | -1.8% |
| YTD | -3.1% | -51.0% | +47.9% | -3.0% |
| 1Y | -8.4% | +43.3% | -51.7% | -14.9% |
| 3Y | +40.7% | -63.4% | +104.1% | +36.4% |
| All | +22.4% | -71.1% | +93.5% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling