+37.2%
ICE vs FIS
-71.8%
+109.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +1.0% | -29.4% | +30.4% | +7.5% |
| 30D | +11.4% | -16.7% | +28.2% | +14.2% |
| 3M | +16.2% | -33.0% | +49.1% | +24.8% |
| 6M | +12.5% | -33.3% | +45.8% | +20.7% |
| YTD | +8.6% | -56.0% | +64.6% | +26.3% |
| 1Y | +18.4% | -54.6% | +72.9% | +36.8% |
| 3Y | +66.4% | -40.6% | +107.1% | +82.9% |
| 5Y | +37.2% | -71.9% | +109.1% | +65.1% |
| All | +37.2% | -71.8% | +109.0% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling