+2,316.3%
ICE vs FIS
+182.5%
+2,133.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -0.7% | +1.1% | -1.7% | -1.2% |
| 30D | +7.6% | -2.2% | +9.8% | +8.7% |
| 3M | +13.9% | +2.1% | +11.8% | +12.0% |
| 6M | -2.4% | -14.7% | +12.3% | +4.5% |
| YTD | +0.3% | -35.7% | +36.0% | +23.7% |
| 1Y | -6.4% | -37.1% | +30.6% | +16.4% |
| 3Y | +43.1% | -20.0% | +63.1% | +50.6% |
| 5Y | +42.1% | -62.1% | +104.2% | +105.6% |
| 10Y | +220.9% | -37.4% | +258.3% | +202.4% |
| All | +2,316.3% | +182.5% | +2,133.7% | +595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling