+244.8%
ICE vs FICO
+544.0%
-299.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.4% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +11.4% | +8.4% | +3.0% | +8.7% |
| 3M | +16.2% | -30.5% | +46.7% | +24.1% |
| 6M | +12.5% | -35.7% | +48.2% | +21.1% |
| YTD | +8.6% | -57.2% | +65.7% | +29.1% |
| 1Y | +18.4% | -58.4% | +76.8% | +41.7% |
| 3Y | +66.4% | -24.8% | +91.2% | +56.1% |
| 5Y | +37.2% | +79.3% | -42.1% | -8.8% |
| 10Y | +244.8% | +531.6% | -286.8% | +44.5% |
| All | +244.8% | +544.0% | -299.1% | +44.5% |
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