+234.8%
ICE vs FND
+57.9%
+176.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | +3.6% | -6.8% | +10.5% | +4.7% |
| 30D | +15.1% | +8.0% | +7.1% | +13.5% |
| 3M | +15.4% | -18.9% | +34.3% | +18.8% |
| 6M | +16.1% | +4.7% | +11.4% | +13.9% |
| YTD | +11.4% | -21.6% | +32.9% | +13.5% |
| 1Y | +18.5% | -22.0% | +40.5% | +20.7% |
| 3Y | +70.5% | -40.4% | +111.0% | +76.1% |
| 5Y | +40.9% | -63.8% | +104.7% | +53.0% |
| All | +234.8% | +57.9% | +176.9% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling