-55.8%
FISV vs ICE
+38.6%
-94.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -7.2% | -5.3% | -1.9% | -4.2% |
| 30D | -7.2% | +3.0% | -10.2% | -8.7% |
| 3M | -8.2% | +11.4% | -19.6% | -13.9% |
| 6M | -17.7% | -2.0% | -15.7% | -17.0% |
| YTD | -27.2% | -3.1% | -24.0% | -26.3% |
| 1Y | -63.0% | -8.4% | -54.6% | -61.0% |
| 3Y | -59.8% | +40.7% | -100.5% | -65.5% |
| 5Y | -55.8% | +40.0% | -95.7% | -63.2% |
| All | -55.8% | +38.6% | -94.4% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling