+210.5%
ICE vs FTI
+301.2%
-90.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.1% |
| 7D | -5.3% | -5.6% | +0.3% | -4.6% |
| 30D | +3.0% | +0.4% | +2.6% | +2.9% |
| 3M | +11.4% | +8.1% | +3.3% | +10.0% |
| 6M | -2.0% | +16.7% | -18.7% | -4.5% |
| YTD | -3.1% | +70.0% | -73.1% | -10.3% |
| 1Y | -8.4% | +85.4% | -93.8% | -16.3% |
| 3Y | +40.7% | +265.9% | -225.2% | +15.1% |
| 5Y | +40.0% | +1,072.7% | -1,032.8% | -5.7% |
| All | +210.5% | +301.2% | -90.7% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling