+214.9%
ICE vs FLUT
-10.4%
+225.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -0.9% | -2.6% | +1.7% | -0.7% |
| 30D | +4.0% | +5.4% | -1.4% | +3.5% |
| 3M | +11.0% | -10.8% | +21.7% | +11.6% |
| 6M | -5.0% | -9.2% | +4.3% | -4.6% |
| YTD | -2.7% | -53.8% | +51.1% | +1.3% |
| 1Y | -8.6% | -66.0% | +57.4% | -3.5% |
| 3Y | +41.4% | -44.7% | +86.0% | +45.0% |
| 5Y | +39.9% | -50.6% | +90.4% | +41.8% |
| 10Y | +214.9% | -10.4% | +225.3% | +215.4% |
| All | +214.9% | -10.4% | +225.3% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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