+259.3%
ICE vs FTV
+90.8%
+168.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -0.7% | -4.5% | +3.8% | +1.1% |
| 30D | +7.6% | -7.1% | +14.7% | +10.6% |
| 3M | +13.9% | -7.2% | +21.1% | +16.7% |
| 6M | -2.4% | -1.5% | -0.8% | -2.5% |
| YTD | +0.3% | +3.5% | -3.2% | -2.2% |
| 1Y | -6.4% | +20.3% | -26.8% | -14.1% |
| 3Y | +43.1% | -3.1% | +46.2% | +40.1% |
| 5Y | +42.1% | +2.3% | +39.8% | +33.6% |
| 10Y | +220.9% | +76.3% | +144.6% | +129.2% |
| All | +259.3% | +90.8% | +168.6% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling