+278.6%
ICE vs FTAI
+2,588.5%
-2,309.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.2% | +3.9% | -5.1% | -1.5% |
| 30D | +5.0% | -8.8% | +13.8% | +5.8% |
| 3M | +13.9% | -14.5% | +28.3% | +14.9% |
| 6M | -4.4% | -24.0% | +19.6% | -3.1% |
| YTD | -1.9% | +0.5% | -2.4% | -4.0% |
| 1Y | -8.1% | +19.1% | -27.2% | -12.3% |
| 3Y | +42.5% | +460.7% | -418.2% | +2.7% |
| 5Y | +40.6% | +947.3% | -906.7% | -10.0% |
| 10Y | +217.1% | +3,244.4% | -3,027.3% | +69.7% |
| All | +278.6% | +2,588.5% | -2,309.9% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling