+840.8%
ICE vs AG
+445.6%
+395.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.9% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +7.6% | +19.2% | -11.6% | +5.9% |
| 3M | +13.9% | +6.2% | +7.8% | +12.8% |
| 6M | -2.4% | -26.7% | +24.3% | -0.9% |
| YTD | +0.3% | +26.1% | -25.9% | -3.5% |
| 1Y | -6.4% | +131.7% | -138.1% | -15.3% |
| 3Y | +43.1% | +255.3% | -212.2% | +20.9% |
| 5Y | +42.1% | +61.9% | -19.8% | +25.7% |
| 10Y | +220.9% | +72.0% | +148.9% | +159.8% |
| All | +840.8% | +445.6% | +395.1% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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