+213.7%
ICE vs AGI
+392.3%
-178.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -2.4% | -2.7% | +0.3% | -2.3% |
| 30D | +4.0% | +7.2% | -3.2% | +3.7% |
| 3M | +13.7% | +4.3% | +9.4% | +13.4% |
| 6M | +0.9% | -27.1% | +28.0% | +2.0% |
| YTD | -2.1% | -6.6% | +4.5% | -2.3% |
| 1Y | -9.5% | +9.5% | -19.0% | -10.5% |
| 3Y | +42.1% | +208.4% | -166.4% | +33.8% |
| 5Y | +41.4% | +401.6% | -360.3% | +30.6% |
| All | +213.7% | +392.3% | -178.7% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling