-8.4%
ICE vs FTV
+15.4%
-23.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -5.3% | -5.2% | -0.1% | -4.3% |
| 30D | +3.0% | -11.5% | +14.5% | +5.4% |
| 3M | +11.4% | -9.0% | +20.5% | +13.1% |
| 6M | -2.0% | -2.0% | 0.0% | -2.5% |
| YTD | -3.1% | -0.9% | -2.2% | -2.8% |
| 1Y | -8.4% | +14.8% | -23.2% | -10.2% |
| All | -8.4% | +15.4% | -23.8% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling