+2.0%
FISV vs ICE
+220.6%
-218.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.8% |
| 7D | -2.7% | -2.4% | -0.3% | -1.1% |
| 30D | 0.0% | +4.0% | -4.0% | -2.4% |
| 3M | -2.8% | +13.7% | -16.5% | -10.6% |
| 6M | -11.8% | +0.9% | -12.8% | -12.7% |
| YTD | -23.2% | -2.1% | -21.1% | -22.8% |
| 1Y | -62.0% | -9.5% | -52.5% | -59.2% |
| 3Y | -57.6% | +42.1% | -99.7% | -65.9% |
| 5Y | -53.4% | +41.4% | -94.8% | -63.4% |
| All | +2.0% | +220.6% | -218.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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