+20.4%
ICE vs FICO
-58.5%
+78.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +3.2% | +4.0% | -0.7% | +2.7% |
| 30D | +14.7% | -1.5% | +16.2% | +14.8% |
| 3M | +19.8% | -29.8% | +49.6% | +24.9% |
| 6M | +15.2% | -33.3% | +48.5% | +19.4% |
| YTD | +12.7% | -56.9% | +69.5% | +32.4% |
| 1Y | +20.4% | -59.5% | +79.9% | +43.7% |
| All | +20.4% | -58.5% | +78.9% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling