+2,316.3%
ICE vs FLUT
+524.8%
+1,791.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -0.7% | -1.6% | +1.0% | -0.6% |
| 30D | +7.6% | +7.7% | -0.1% | +7.2% |
| 3M | +13.9% | -0.7% | +14.7% | +13.8% |
| 6M | -2.4% | -11.2% | +8.8% | -2.0% |
| YTD | +0.3% | -53.4% | +53.7% | +3.3% |
| 1Y | -6.4% | -65.8% | +59.3% | -2.4% |
| 3Y | +43.1% | -44.9% | +88.0% | +45.8% |
| 5Y | +42.1% | -49.7% | +91.8% | +43.8% |
| 10Y | +220.9% | -9.7% | +230.6% | +217.4% |
| All | +2,316.3% | +524.8% | +1,791.5% | +2,012.1% |
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