+40.4%
ICE vs FND
-62.4%
+102.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.9% |
| 7D | +2.2% | -5.1% | +7.3% | +2.9% |
| 30D | +13.7% | +9.2% | +4.5% | +12.1% |
| 3M | +17.9% | -17.7% | +35.6% | +20.7% |
| 6M | +15.0% | +2.5% | +12.5% | +13.2% |
| YTD | +10.9% | -19.8% | +30.8% | +12.6% |
| 1Y | +17.0% | -22.7% | +39.7% | +19.3% |
| 3Y | +68.2% | -38.3% | +106.5% | +71.1% |
| 5Y | +40.4% | -63.0% | +103.4% | +52.5% |
| All | +40.4% | -62.4% | +102.9% | +52.5% |
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 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