+201.4%
ICE vs FND
+66.0%
+135.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -0.7% | -5.2% | +4.6% | +0.1% |
| 30D | +7.6% | -19.9% | +27.5% | +11.3% |
| 3M | +13.9% | +2.7% | +11.2% | +12.6% |
| 6M | -2.4% | -21.7% | +19.3% | +0.3% |
| YTD | +0.3% | -17.5% | +17.8% | +1.7% |
| 1Y | -6.4% | -39.3% | +32.9% | -0.3% |
| 3Y | +43.1% | -49.8% | +92.9% | +52.9% |
| 5Y | +42.1% | -60.1% | +102.2% | +52.0% |
| All | +201.4% | +66.0% | +135.4% | +154.4% |
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