+264.9%
ICE vs FTV
+109.2%
+155.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +3.6% | +3.9% | -0.3% | +2.2% |
| 30D | +15.1% | +18.7% | -3.6% | +7.9% |
| 3M | +15.4% | +10.0% | +5.4% | +11.1% |
| 6M | +16.1% | +14.6% | +1.6% | +9.7% |
| YTD | +11.4% | +23.4% | -12.1% | +1.6% |
| 1Y | +18.5% | +31.3% | -12.8% | +5.5% |
| 3Y | +70.5% | +39.8% | +30.7% | +44.3% |
| 5Y | +40.9% | +17.7% | +23.2% | +25.8% |
| All | +264.9% | +109.2% | +155.6% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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