+41.3%
ICE vs FND
-50.0%
+91.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +4.0% | -19.6% | +23.5% | +5.7% |
| 3M | +11.0% | -4.3% | +15.3% | +10.8% |
| 6M | -5.0% | -20.4% | +15.5% | -3.5% |
| YTD | -2.7% | -21.9% | +19.2% | -1.3% |
| 1Y | -8.6% | -45.2% | +36.6% | -3.9% |
| All | +41.3% | -50.0% | +91.3% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling