+191.2%
ICE vs FND
+54.9%
+136.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -5.3% | -5.1% | -0.3% | -4.6% |
| 30D | +3.0% | -22.5% | +25.5% | +7.1% |
| 3M | +11.4% | -5.0% | +16.4% | +11.5% |
| 6M | -2.0% | -21.5% | +19.5% | +0.6% |
| YTD | -3.1% | -23.0% | +19.9% | -0.6% |
| 1Y | -8.4% | -44.9% | +36.5% | -0.8% |
| 3Y | +40.7% | -50.0% | +90.7% | +50.2% |
| 5Y | +40.0% | -63.3% | +103.3% | +51.8% |
| All | +191.2% | +54.9% | +136.3% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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