+264.9%
ICE vs ALM
+2,100.8%
-1,836.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.4% | +0.2% |
| 7D | +3.6% | +1.2% | +2.4% | +3.6% |
| 30D | +15.1% | -19.3% | +34.4% | +15.4% |
| 3M | +15.4% | -40.6% | +56.0% | +16.2% |
| 6M | +16.1% | -57.9% | +74.0% | +17.5% |
| YTD | +11.4% | -6.7% | +18.1% | +10.3% |
| 1Y | +18.5% | +20.2% | -1.7% | +16.5% |
| 3Y | +70.5% | +879.4% | -808.9% | +57.4% |
| 5Y | +40.9% | +415.3% | -374.4% | +30.7% |
| All | +264.9% | +2,100.8% | -1,836.0% | +231.1% |
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