+39.9%
ICE vs FND
-61.3%
+101.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | +4.0% | -19.6% | +23.5% | +7.1% |
| 3M | +11.0% | -4.3% | +15.3% | +10.9% |
| 6M | -5.0% | -20.4% | +15.5% | -2.7% |
| YTD | -2.7% | -21.9% | +19.2% | -0.6% |
| 1Y | -8.6% | -45.2% | +36.6% | -1.2% |
| 3Y | +41.4% | -49.2% | +90.6% | +49.8% |
| 5Y | +39.9% | -61.8% | +101.7% | +49.1% |
| All | +39.9% | -61.3% | +101.1% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling