+2,583.6%
ICE vs FLR
+71.2%
+2,512.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +3.6% | +5.4% | -1.8% | +2.2% |
| 30D | +15.1% | +2.8% | +12.3% | +13.8% |
| 3M | +15.4% | -6.4% | +21.8% | +16.4% |
| 6M | +16.1% | +8.8% | +7.4% | +11.0% |
| YTD | +11.4% | +23.6% | -12.2% | +1.5% |
| 1Y | +18.5% | +13.8% | +4.7% | +10.2% |
| 3Y | +70.5% | +36.5% | +34.1% | +41.0% |
| 5Y | +40.9% | +119.3% | -78.4% | -3.0% |
| 10Y | +260.6% | +8.0% | +252.6% | +143.6% |
| All | +2,583.6% | +71.2% | +2,512.4% | +1,090.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling