+18.0%
ICE vs FN
-20.4%
+38.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.9% | -10.8% | +1.5% |
| 7D | +1.0% | +16.3% | -15.3% | +1.8% |
| 30D | +11.4% | -24.7% | +36.2% | +11.0% |
| 3M | +16.2% | -34.9% | +51.1% | +15.6% |
| 6M | +12.5% | -41.1% | +53.6% | +12.4% |
| YTD | +8.6% | -19.6% | +28.2% | +6.5% |
| All | +18.0% | -20.4% | +38.4% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling