+40.0%
ICE vs AGI
+389.6%
-349.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | -5.3% | -5.3% | -0.1% | -4.9% |
| 30D | +3.0% | +6.8% | -3.7% | +2.4% |
| 3M | +11.4% | +8.3% | +3.1% | +10.4% |
| 6M | -2.0% | -29.2% | +27.2% | +0.6% |
| YTD | -3.1% | -7.3% | +4.1% | -3.6% |
| 1Y | -8.4% | +8.0% | -16.4% | -10.8% |
| 3Y | +40.7% | +206.6% | -165.8% | +17.8% |
| 5Y | +40.0% | +398.1% | -358.2% | +9.3% |
| All | +40.0% | +389.6% | -349.6% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling