+214.9%
ICE vs FN
+890.7%
-675.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.9% | +5.8% | -6.7% | -1.3% |
| 30D | +4.0% | -20.6% | +24.6% | +5.7% |
| 3M | +11.0% | -28.6% | +39.6% | +13.2% |
| 6M | -5.0% | -20.7% | +15.8% | -5.1% |
| YTD | -2.7% | -8.1% | +5.4% | -5.0% |
| 1Y | -8.6% | +13.3% | -21.9% | -13.5% |
| 3Y | +41.4% | +175.7% | -134.3% | +14.0% |
| 5Y | +39.9% | +297.4% | -257.5% | +4.1% |
| 10Y | +214.9% | +950.9% | -736.0% | +99.5% |
| All | +214.9% | +890.7% | -675.8% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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