+40.0%
ICE vs FTAI
+847.8%
-807.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.2% |
| 7D | -5.3% | -9.7% | +4.3% | -4.7% |
| 30D | +3.0% | -20.0% | +23.0% | +4.5% |
| 3M | +11.4% | -20.1% | +31.5% | +12.6% |
| 6M | -2.0% | -33.3% | +31.2% | -0.2% |
| YTD | -3.1% | -8.0% | +4.9% | -4.3% |
| 1Y | -8.4% | +8.0% | -16.3% | -11.1% |
| 3Y | +40.7% | +413.4% | -372.7% | +0.9% |
| 5Y | +40.0% | +858.6% | -818.6% | -14.8% |
| All | +40.0% | +847.8% | -807.8% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling