+2,263.8%
ICE vs AGI
+1,057.1%
+1,206.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -1.2% | +4.4% | -5.5% | -1.4% |
| 30D | +5.0% | +10.0% | -5.0% | +4.3% |
| 3M | +13.9% | +1.7% | +12.1% | +13.5% |
| 6M | -4.4% | -26.8% | +22.4% | -3.0% |
| YTD | -1.9% | -5.3% | +3.4% | -2.3% |
| 1Y | -8.1% | +11.5% | -19.6% | -9.6% |
| 3Y | +42.5% | +212.9% | -170.4% | +30.4% |
| 5Y | +40.6% | +388.8% | -348.1% | +24.3% |
| 10Y | +217.1% | +383.6% | -166.4% | +170.2% |
| All | +2,263.8% | +1,057.1% | +1,206.7% | +1,338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling