+70.5%
ICE vs FTI
+212.2%
-141.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | +3.6% | +4.3% | -0.7% | +3.4% |
| 30D | +15.1% | -4.7% | +19.7% | +15.3% |
| 3M | +15.4% | -13.5% | +28.9% | +16.3% |
| 6M | +16.1% | -8.7% | +24.8% | +16.5% |
| YTD | +11.4% | +49.0% | -37.7% | +5.5% |
| 1Y | +18.5% | +54.0% | -35.6% | +11.8% |
| 3Y | +70.5% | +211.6% | -141.1% | +45.8% |
| All | +70.5% | +212.2% | -141.7% | +45.8% |
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