+263.5%
ICE vs FICO
+524.6%
-261.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | +13.7% | -0.8% | +14.5% | +13.6% |
| 3M | +17.9% | -31.3% | +49.2% | +26.4% |
| 6M | +15.0% | -33.9% | +48.9% | +22.8% |
| YTD | +10.9% | -57.6% | +68.5% | +32.2% |
| 1Y | +17.0% | -59.7% | +76.6% | +41.3% |
| 3Y | +68.2% | -28.0% | +96.2% | +60.0% |
| 5Y | +40.4% | +91.0% | -50.5% | -8.9% |
| All | +263.5% | +524.6% | -261.0% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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