+2,614.9%
ICE vs FLUT
+433.6%
+2,181.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +2.2% |
| 7D | +3.2% | +4.5% | -1.3% | +3.0% |
| 30D | +14.7% | +9.2% | +5.5% | +14.2% |
| 3M | +19.8% | -13.7% | +33.5% | +20.5% |
| 6M | +15.2% | -9.0% | +24.2% | +15.5% |
| YTD | +12.7% | -60.2% | +72.9% | +16.9% |
| 1Y | +20.4% | -63.1% | +83.5% | +25.3% |
| 3Y | +70.8% | -42.5% | +113.2% | +74.0% |
| 5Y | +43.9% | -47.6% | +91.5% | +45.9% |
| 10Y | +264.8% | -22.9% | +287.7% | +263.1% |
| All | +2,614.9% | +433.6% | +2,181.3% | +2,288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling