+244.8%
ICE vs FN
+837.6%
-592.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.9% | -10.8% | +0.1% |
| 7D | +1.0% | +16.3% | -15.3% | -0.4% |
| 30D | +11.4% | -24.7% | +36.2% | +13.5% |
| 3M | +16.2% | -34.9% | +51.1% | +19.2% |
| 6M | +12.5% | -41.1% | +53.6% | +15.4% |
| YTD | +8.6% | -19.6% | +28.2% | +6.4% |
| 1Y | +18.4% | -18.5% | +36.9% | +15.4% |
| 3Y | +66.4% | +119.1% | -52.7% | +36.7% |
| 5Y | +37.2% | +206.9% | -169.7% | +4.4% |
| 10Y | +244.8% | +826.4% | -581.6% | +127.8% |
| All | +244.8% | +837.6% | -592.7% | +127.8% |
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