+217.1%
ICE vs FICO
+607.5%
-390.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.2% | -15.4% | +14.3% | +2.9% |
| 30D | +5.0% | -10.4% | +15.3% | +7.4% |
| 3M | +13.9% | -22.7% | +36.6% | +20.0% |
| 6M | -4.4% | -36.8% | +32.4% | +5.1% |
| YTD | -1.9% | -44.8% | +42.9% | +11.7% |
| 1Y | -8.1% | -39.3% | +31.2% | +0.8% |
| 3Y | +42.5% | +3.7% | +38.8% | +24.8% |
| 5Y | +40.6% | +101.7% | -61.1% | -5.9% |
| 10Y | +217.1% | +602.8% | -385.6% | +29.7% |
| All | +217.1% | +607.5% | -390.4% | +29.7% |
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