+213.7%
ICE vs FIS
-39.8%
+253.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -2.4% | -7.9% | +5.5% | +0.1% |
| 30D | +4.0% | -8.0% | +12.0% | +6.6% |
| 3M | +13.7% | +0.6% | +13.1% | +13.1% |
| 6M | +0.9% | -22.2% | +23.1% | +8.5% |
| YTD | -2.1% | -40.8% | +38.6% | +14.3% |
| 1Y | -9.5% | -41.5% | +32.0% | +6.0% |
| 3Y | +42.1% | -25.5% | +67.6% | +51.2% |
| 5Y | +41.4% | -64.8% | +106.2% | +88.6% |
| All | +213.7% | -39.8% | +253.4% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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