+259.6%
ICE vs FICO
+512.2%
-252.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +2.0% | -0.9% | +3.0% | +2.2% |
| 30D | +12.9% | +3.3% | +9.6% | +11.4% |
| 3M | +15.4% | -31.7% | +47.1% | +23.8% |
| 6M | +13.1% | -34.0% | +47.1% | +20.7% |
| YTD | +7.5% | -58.3% | +65.8% | +28.6% |
| 1Y | +18.3% | -57.9% | +76.3% | +41.1% |
| 3Y | +65.9% | -24.1% | +90.0% | +54.8% |
| 5Y | +35.2% | +85.3% | -50.1% | -11.5% |
| All | +259.6% | +512.2% | -252.6% | +54.1% |
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