+43.3%
ICE vs FRSH
-72.5%
+115.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -2.4% | -6.6% | +4.2% | -1.5% |
| 30D | +4.0% | +2.1% | +1.9% | +3.7% |
| 3M | +13.7% | +29.0% | -15.3% | +9.7% |
| 6M | +0.9% | +48.6% | -47.7% | -4.7% |
| YTD | -2.1% | -2.9% | +0.8% | -3.0% |
| 1Y | -9.5% | -7.9% | -1.6% | -9.8% |
| 3Y | +42.1% | -46.5% | +88.6% | +48.3% |
| All | +43.3% | -72.5% | +115.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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