+42.4%
ICE vs FTI
+276.6%
-234.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +5.0% | +12.3% | -7.4% | +4.1% |
| 3M | +13.9% | +13.8% | +0.1% | +12.6% |
| 6M | -4.4% | +24.3% | -28.7% | -6.5% |
| YTD | -1.9% | +75.8% | -77.7% | -7.6% |
| 1Y | -8.1% | +99.6% | -107.7% | -14.8% |
| All | +42.4% | +276.6% | -234.2% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling