+2,316.3%
ICE vs FTI
+1,182.6%
+1,133.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.7% | +5.3% | -5.9% | -2.1% |
| 30D | +7.6% | +15.3% | -7.7% | +3.4% |
| 3M | +13.9% | +15.8% | -1.8% | +8.7% |
| 6M | -2.4% | +22.6% | -24.9% | -8.8% |
| YTD | +0.3% | +79.5% | -79.3% | -16.1% |
| 1Y | -6.4% | +102.0% | -108.4% | -24.5% |
| 3Y | +43.1% | +315.8% | -272.7% | -10.0% |
| 5Y | +42.1% | +1,129.5% | -1,087.4% | -40.2% |
| 10Y | +220.9% | +320.9% | -100.0% | +54.4% |
| All | +2,316.3% | +1,182.6% | +1,133.7% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling