+20.6%
ICE vs FRMI
-93.1%
+113.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -10.6% | +12.9% | +2.0% |
| 7D | +12.2% | -39.7% | +51.9% | +10.8% |
| 30D | +15.0% | -55.2% | +70.1% | +13.0% |
| 3M | +17.6% | -71.2% | +88.8% | +14.6% |
| 6M | +12.6% | -64.1% | +76.7% | +10.0% |
| YTD | +9.1% | -77.2% | +86.4% | +6.5% |
| 1Y | +20.6% | -93.2% | +113.8% | +18.5% |
| All | +20.6% | -93.1% | +113.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling