+42.5%
ICE vs FRSH
-72.4%
+114.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -0.9% | -9.6% | +8.7% | +0.4% |
| 30D | +4.0% | -0.4% | +4.4% | +3.9% |
| 3M | +11.0% | +27.2% | -16.2% | +7.3% |
| 6M | -5.0% | +42.2% | -47.1% | -9.8% |
| YTD | -2.7% | -2.6% | -0.1% | -3.5% |
| 1Y | -8.6% | -10.2% | +1.5% | -8.7% |
| 3Y | +41.4% | -45.5% | +86.9% | +47.1% |
| All | +42.5% | -72.4% | +114.9% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling