+41.7%
ICE vs FTI
+1,066.8%
-1,025.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -2.4% | -4.4% | +2.0% | -1.9% |
| 30D | +4.0% | +1.5% | +2.5% | +3.8% |
| 3M | +13.7% | +8.2% | +5.5% | +12.5% |
| 6M | +0.9% | +18.8% | -17.9% | -1.4% |
| YTD | -2.1% | +71.7% | -73.8% | -8.7% |
| 1Y | -9.5% | +90.0% | -99.6% | -16.7% |
| 3Y | +42.1% | +270.5% | -228.4% | +18.6% |
| All | +41.7% | +1,066.8% | -1,025.1% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling