+210.5%
ICE vs FLR
+18.3%
+192.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -5.3% | -6.9% | +1.5% | -4.7% |
| 30D | +3.0% | +1.1% | +1.9% | +2.9% |
| 3M | +11.4% | +14.3% | -2.9% | +9.6% |
| 6M | -2.0% | +19.1% | -21.2% | -4.5% |
| YTD | -3.1% | +35.1% | -38.3% | -6.8% |
| 1Y | -8.4% | +29.5% | -37.9% | -11.7% |
| 3Y | +40.7% | +53.0% | -12.3% | +30.6% |
| 5Y | +40.0% | +238.9% | -199.0% | +18.9% |
| All | +210.5% | +18.3% | +192.2% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling