+39.9%
ICE vs FTV
+1.8%
+38.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | +4.0% | -9.5% | +13.5% | +7.4% |
| 3M | +11.0% | -10.9% | +21.9% | +14.9% |
| 6M | -5.0% | -0.6% | -4.3% | -5.5% |
| YTD | -2.7% | +1.4% | -4.1% | -4.2% |
| 1Y | -8.6% | +17.6% | -26.3% | -14.9% |
| 3Y | +41.4% | -3.3% | +44.6% | +38.9% |
| 5Y | +39.9% | -0.1% | +40.0% | +32.3% |
| All | +39.9% | +1.8% | +38.0% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling