+67.6%
ICE vs FICO
-24.0%
+91.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +13.4% | +1.7% | +11.6% | +12.9% |
| 3M | +16.5% | -35.2% | +51.7% | +22.2% |
| 6M | +12.8% | -33.7% | +46.5% | +17.0% |
| YTD | +8.5% | -58.2% | +66.7% | +19.7% |
| 1Y | +20.6% | -56.6% | +77.2% | +32.3% |
| All | +67.6% | -24.0% | +91.5% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling