+2,316.3%
ICE vs FLR
+96.3%
+2,220.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | -0.7% | +5.4% | -6.1% | -2.0% |
| 30D | +7.6% | +11.4% | -3.8% | +4.0% |
| 3M | +13.9% | +11.4% | +2.5% | +9.2% |
| 6M | -2.4% | +16.6% | -19.0% | -8.6% |
| YTD | +0.3% | +41.7% | -41.5% | -11.1% |
| 1Y | -6.4% | +35.4% | -41.8% | -16.7% |
| 3Y | +43.1% | +57.3% | -14.2% | +14.4% |
| 5Y | +42.1% | +241.0% | -198.9% | -13.7% |
| 10Y | +220.9% | +16.6% | +204.3% | +115.1% |
| All | +2,316.3% | +96.3% | +2,220.0% | +942.0% |
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