+65.9%
ICE vs FN
+101.0%
-35.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -1.0% |
| 7D | +2.0% | 0.0% | +2.1% | +2.0% |
| 30D | +12.9% | -34.3% | +47.2% | +13.5% |
| 3M | +15.4% | -39.9% | +55.3% | +16.2% |
| 6M | +13.1% | -51.8% | +64.9% | +14.6% |
| YTD | +7.5% | -28.1% | +35.6% | +6.2% |
| 1Y | +18.3% | -29.1% | +47.4% | +16.8% |
| 3Y | +65.9% | +102.4% | -36.5% | +43.0% |
| All | +65.9% | +101.0% | -35.1% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling