+2,573.8%
ICE vs FIS
+93.5%
+2,480.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | +1.5% |
| 7D | +2.2% | -3.5% | +5.7% | +3.8% |
| 30D | +13.7% | -19.4% | +33.1% | +22.8% |
| 3M | +17.9% | -31.6% | +49.5% | +37.7% |
| 6M | +15.0% | -32.5% | +47.5% | +34.5% |
| YTD | +10.9% | -56.0% | +66.9% | +60.0% |
| 1Y | +17.0% | -55.5% | +72.5% | +67.8% |
| 3Y | +68.2% | -41.3% | +109.5% | +100.2% |
| 5Y | +40.4% | -72.3% | +112.7% | +129.7% |
| 10Y | +259.3% | -55.0% | +314.2% | +283.5% |
| All | +2,573.8% | +93.5% | +2,480.3% | +800.4% |
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