+137.1%
ICE vs FOXA
+92.4%
+44.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.8% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | +4.0% | +5.0% | -1.0% | +2.8% |
| 3M | +13.7% | -3.0% | +16.7% | +13.6% |
| 6M | +0.9% | +14.8% | -13.8% | -3.0% |
| YTD | -2.1% | -8.9% | +6.8% | -1.2% |
| 1Y | -9.5% | +13.3% | -22.8% | -13.0% |
| 3Y | +42.1% | +115.4% | -73.3% | +16.4% |
| 5Y | +41.4% | +95.3% | -53.9% | +16.7% |
| All | +137.1% | +92.4% | +44.8% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling