-7.9%
ICE vs ALM
+330.1%
-338.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.0% | -2.0% |
| 7D | -1.2% | +8.4% | -9.6% | -1.0% |
| 30D | +5.0% | +34.8% | -29.9% | +5.5% |
| 3M | +13.9% | +16.2% | -2.4% | +14.5% |
| 6M | -4.4% | +2.1% | -6.5% | -3.9% |
| YTD | -1.9% | +117.0% | -118.9% | -0.5% |
| All | -7.9% | +330.1% | -338.0% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling