-9.5%
ICE vs FTAI
+11.7%
-21.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +1.0% |
| 7D | -2.4% | -5.2% | +2.8% | -2.4% |
| 30D | +4.0% | -17.9% | +21.9% | +3.7% |
| 3M | +13.7% | -22.7% | +36.4% | +13.2% |
| 6M | +0.9% | -28.0% | +29.0% | +0.6% |
| YTD | -2.1% | -5.0% | +2.8% | -3.7% |
| 1Y | -9.5% | +10.4% | -19.9% | -11.3% |
| All | -9.5% | +11.7% | -21.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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