+2,551.3%
ICE vs FLUT
+415.0%
+2,136.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +3.2% | -1.5% | +4.6% | +3.2% |
| 30D | +12.9% | +3.4% | +9.5% | +12.7% |
| 3M | +17.5% | -12.5% | +30.0% | +18.1% |
| 6M | +14.0% | -18.5% | +32.4% | +14.8% |
| YTD | +10.0% | -61.6% | +71.6% | +14.3% |
| 1Y | +19.5% | -64.1% | +83.6% | +24.5% |
| 3Y | +66.8% | -44.5% | +111.2% | +70.2% |
| 5Y | +40.3% | -51.3% | +91.6% | +42.6% |
| 10Y | +249.7% | -25.6% | +275.3% | +248.7% |
| All | +2,551.3% | +415.0% | +2,136.3% | +2,237.0% |
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