+701.3%
ICE vs FN
+3,620.5%
-2,919.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.2% | -2.3% |
| 7D | -0.7% | -1.7% | +1.0% | -0.5% |
| 30D | +7.6% | -22.0% | +29.6% | +9.8% |
| 3M | +13.9% | -43.0% | +56.9% | +19.1% |
| 6M | -2.4% | -27.7% | +25.4% | -1.5% |
| YTD | +0.3% | -10.5% | +10.8% | -1.8% |
| 1Y | -6.4% | +12.5% | -18.9% | -11.2% |
| 3Y | +43.1% | +153.8% | -110.7% | +18.2% |
| 5Y | +42.1% | +288.0% | -245.9% | +8.9% |
| 10Y | +220.9% | +906.4% | -685.5% | +112.2% |
| All | +701.3% | +3,620.5% | -2,919.3% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling