+65.9%
ICE vs FLUT
-52.0%
+117.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +2.0% | -1.1% | +3.1% | +2.1% |
| 30D | +12.9% | +7.7% | +5.2% | +11.8% |
| 3M | +15.4% | -12.2% | +27.6% | +16.7% |
| 6M | +13.1% | -17.6% | +30.7% | +15.0% |
| YTD | +7.5% | -62.0% | +69.5% | +18.9% |
| 1Y | +18.3% | -62.3% | +80.6% | +30.8% |
| 3Y | +65.9% | -52.0% | +117.9% | +78.6% |
| All | +65.9% | -52.0% | +117.9% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling