+42.4%
ICE vs FLR
+61.1%
-18.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | -1.2% | +0.7% | -1.8% | -1.2% |
| 30D | +5.0% | -0.7% | +5.6% | +5.0% |
| 3M | +13.9% | +14.3% | -0.5% | +12.7% |
| 6M | -4.4% | +25.6% | -30.0% | -6.5% |
| YTD | -1.9% | +42.9% | -44.8% | -5.2% |
| 1Y | -8.1% | +38.7% | -46.9% | -11.2% |
| All | +42.4% | +61.1% | -18.7% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling