+2,316.3%
ICE vs FICO
+1,940.7%
+375.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -16.7% | +14.7% | +4.4% |
| 7D | -0.7% | -19.2% | +18.5% | +7.1% |
| 30D | +7.6% | -14.6% | +22.2% | +13.2% |
| 3M | +13.9% | -20.1% | +34.0% | +21.1% |
| 6M | -2.4% | -36.3% | +34.0% | +11.1% |
| YTD | +0.3% | -44.9% | +45.1% | +20.3% |
| 1Y | -6.4% | -38.6% | +32.2% | +5.6% |
| 3Y | +43.1% | +4.0% | +39.1% | +19.6% |
| 5Y | +42.1% | +99.5% | -57.4% | -16.5% |
| 10Y | +220.9% | +604.7% | -383.7% | -9.0% |
| All | +2,316.3% | +1,940.7% | +375.5% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling