+256.2%
ICE vs FIS
-55.2%
+311.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +3.2% | -27.4% | +30.6% | +11.9% |
| 30D | +12.9% | -16.8% | +29.7% | +17.3% |
| 3M | +17.5% | -32.6% | +50.2% | +30.3% |
| 6M | +14.0% | -33.4% | +47.4% | +26.4% |
| YTD | +10.0% | -56.0% | +66.1% | +38.4% |
| 1Y | +19.5% | -55.1% | +74.6% | +49.3% |
| 3Y | +66.8% | -41.4% | +108.2% | +87.7% |
| 5Y | +40.3% | -72.7% | +113.0% | +98.6% |
| All | +256.2% | -55.2% | +311.5% | +356.3% |
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