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ICM · Research & Decision Studio · portfolio-compass · Model 1.1.0 · Illustrative inputs

Strategic prioritisation

Portfolio compass

Make preferences visible, inspect the efficient frontier and test ranking fragility.

Model 1.1.0 · Illustrative inputs

Method and assumptions
Portfolio / preferenceIllustrative composition
An illustrative arrangement of alternatives and a shared decision frame. No position represents a score, rank or recommendation.

The interactive model requires JavaScript. This saved default illustration remains readable if the runtime is unavailable. Values are computed from the canonical model at build time; they describe fictional inputs, with full calculation precision.

ICM · Portfolio compass · Model 1.1.0 · Default illustrative record

Default illustrative result

Reliability platform leads with 72.13 preference points. The first display name remains first in 8 of eight tested weight shifts. 4 alternatives are non-dominated on all four raw criteria. Scores reflect stated preferences and this alternative set.

Default result metrics
MetricValueUnitCalculation boundary
Preferred by supplied weightsReliability platform
Leading preference score72.12719298245614/100
Non-dominated alternatives4
Leader under tested shifts100%Eight individual weight shifts for the first display name, not a probability or strict dominance.
Transparent ranking and raw criteria
RankAlternativePreference score/100Capital costUSDmImpact/100Readiness/100Execution risk/100Pareto status
1Reliability platform72.1271929824561424788525Non-dominated
2Customer analytics62.85714285714285418689030Non-dominated
3Energy retrofit59.32456140350877442827232Non-dominated
4Corridor expansion3590965260Non-dominated
Contribution to the weighted score
AlternativeCapital costpointsStrategic impactpointsReadinesspointsExecution riskpointsTotal scorepoints
Reliability platform22.91666666666666812.521.7105263157894731572.12719298245614
Customer analytics2502512.85714285714285862.857142857142854
Energy retrofit16.66666666666666817.513.1578947368421041259.324561403508774
Corridor expansion0350035
Preference-weight sensitivity
Changed criterionWeight shiftpercentage pointsTested weight%Leading alternativesScore/100Base leader rankComplete ordering
Capital cost-205Reliability platform66.916666666666671Reliability platform → Energy retrofit → Customer analytics → Corridor expansion
Capital cost2045Reliability platform77.337719298245621Reliability platform → Customer analytics → Energy retrofit → Corridor expansion
Strategic impact-2015Reliability platform83.33116444958551Reliability platform → Customer analytics → Energy retrofit → Corridor expansion
Strategic impact2055Reliability platform60.923221515326781Reliability platform → Energy retrofit → Corridor expansion → Customer analytics
Readiness-205Reliability platform68.2032163742691Reliability platform → Energy retrofit → Customer analytics → Corridor expansion
Readiness2045Reliability platform76.051169590643271Reliability platform → Customer analytics → Energy retrofit → Corridor expansion
Execution risk-200Reliability platform67.208462332301341Reliability platform → Customer analytics → Energy retrofit → Corridor expansion
Execution risk2035Reliability platform78.685500515995871Reliability platform → Customer analytics → Energy retrofit → Corridor expansion
Criterion range and normalised weight
CriterionPreferenceWeight%MinimumMaximum
Capital costLower is preferred251890
Strategic impactHigher is preferred356896
ReadinessHigher is preferred255290
Execution riskLower is preferred152560

Inputs behind this result

Current general assumptions
Assumption and unitExact supplied value
Capital cost weight25
Strategic impact weight35
Readiness weight25
Execution risk weight15
Alternatives
AlternativeCapital costUSDmStrategic impact0 to 100Readiness0 to 100Execution risk0 to 100
Reliability platform24788525
Corridor expansion90965260
Customer analytics18689030
Energy retrofit42827232
Download exact default inputs and output

Transparent method

  1. Weights are normalised to sum to one. Cost and risk are minimised, impact and readiness maximised.
  2. Each raw criterion maps linearly to 0 to 1 over the current alternative set; equal values receive 0.5.
  3. Weighted score = 100 × sum of normalised weight × normalised criterion value.
  4. A Pareto alternative is not weakly dominated on all four raw criteria with strict dominance on at least one.
  5. Sensitivity shifts each normalised weight by ±20 percentage points, capped at 0 or 100%, and scales other weights proportionally.
  6. Canonical decimal normalisation, contributions, ranking and sensitivity redistribution use exact rational arithmetic. Released weight follows positive supplied weights; equal-thirds redistribution is used only when every other weight is exactly zero.
  7. Tied exact scores use literal name order independent of browser language for consistent display; the model displays every equal leading alternative and implies no strict preference.

Limits

  • Compensatory preferences. Scores are not probabilities, returns or forecasts.
  • Normalisation changes with the alternative set. Scores cannot be compared across changed sets.
  • No portfolio allocation optimiser, synergy effects or binding budget constraints.
  • Exact arithmetic concerns the supplied decimal values and preference rule. Numeric chart displays are approximations, and neither measured criteria nor accepted preferences become certain through the computation.
  • Numerical input precision: use zero or absolute values of at least 0.000000001. Smaller nonzero inputs are rejected explicitly.

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