+45.3%
ICE vs ALM
+2,118.4%
-2,073.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -0.7% | -2.6% | +1.9% | -0.6% |
| 30D | +7.6% | +32.0% | -24.4% | +7.4% |
| 3M | +13.9% | -15.0% | +29.0% | +14.2% |
| 6M | -2.4% | -10.1% | +7.8% | -2.4% |
| YTD | +0.3% | +99.4% | -99.2% | -1.1% |
| 1Y | -6.4% | +316.4% | -322.8% | -9.3% |
| All | +45.3% | +2,118.4% | -2,073.1% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling