+263.5%
ICE vs FIS
-55.0%
+318.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | +0.3% |
| 7D | +2.2% | -3.5% | +5.7% | +3.2% |
| 30D | +13.7% | -19.4% | +33.1% | +19.2% |
| 3M | +17.9% | -31.6% | +49.5% | +29.9% |
| 6M | +15.0% | -32.5% | +47.5% | +26.9% |
| YTD | +10.9% | -56.0% | +66.9% | +39.4% |
| 1Y | +17.0% | -55.5% | +72.5% | +46.5% |
| 3Y | +68.2% | -41.3% | +109.5% | +89.1% |
| 5Y | +40.4% | -72.3% | +112.7% | +97.3% |
| All | +263.5% | -55.0% | +318.6% | +371.2% |
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