+66.4%
ICE vs FIS
-41.8%
+108.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +1.0% | -29.4% | +30.4% | +8.9% |
| 30D | +11.4% | -16.7% | +28.2% | +14.2% |
| 3M | +16.2% | -33.0% | +49.1% | +26.9% |
| 6M | +12.5% | -33.3% | +45.8% | +22.6% |
| YTD | +8.6% | -56.0% | +64.6% | +32.0% |
| 1Y | +18.4% | -54.6% | +72.9% | +42.6% |
| 3Y | +66.4% | -40.6% | +107.1% | +91.5% |
| All | +66.4% | -41.8% | +108.2% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling