+214.9%
ICE vs ALM
+3,082.3%
-2,867.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -0.9% | +3.6% | -4.5% | -0.9% |
| 30D | +4.0% | +33.8% | -29.8% | +3.3% |
| 3M | +11.0% | +14.8% | -3.8% | +10.4% |
| 6M | -5.0% | -7.0% | +2.0% | -5.3% |
| YTD | -2.7% | +108.1% | -110.8% | -5.0% |
| 1Y | -8.6% | +313.8% | -322.4% | -12.5% |
| 3Y | +41.4% | +2,227.6% | -2,186.3% | +27.5% |
| 5Y | +39.9% | +956.6% | -916.8% | +27.7% |
| 10Y | +214.9% | +3,082.3% | -2,867.4% | +173.8% |
| All | +214.9% | +3,082.3% | -2,867.4% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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