+40.3%
ICE vs FN
+194.7%
-154.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.5% |
| 7D | +3.2% | -4.1% | +7.3% | +3.2% |
| 30D | +12.9% | -28.3% | +41.2% | +14.5% |
| 3M | +17.5% | -33.9% | +51.4% | +19.4% |
| 6M | +14.0% | -43.9% | +57.9% | +16.4% |
| YTD | +10.0% | -23.4% | +33.5% | +8.2% |
| 1Y | +19.5% | -25.4% | +44.9% | +17.6% |
| 3Y | +66.8% | +107.9% | -41.1% | +38.3% |
| 5Y | +40.3% | +195.1% | -154.7% | +2.2% |
| All | +40.3% | +194.7% | -154.4% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling