+350.5%
FISV vs ICE
+2,279.0%
-1,928.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -3.4% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | -3.0% | +5.0% | -7.9% | -4.3% |
| 3M | -3.5% | +13.9% | -17.4% | -7.3% |
| 6M | -19.4% | -4.4% | -15.0% | -18.3% |
| YTD | -24.3% | -1.9% | -22.4% | -24.0% |
| 1Y | -62.4% | -8.1% | -54.3% | -61.1% |
| 3Y | -58.2% | +42.5% | -100.7% | -62.0% |
| 5Y | -56.5% | +40.6% | -97.2% | -60.6% |
| 10Y | -0.5% | +217.1% | -217.7% | -26.2% |
| All | +350.5% | +2,279.0% | -1,928.5% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling