+35.5%
ICE vs ALM
+396.4%
-360.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | +2.0% | -6.7% | +8.7% | +2.1% |
| 30D | +12.9% | -32.9% | +45.8% | +13.4% |
| 3M | +15.4% | -39.5% | +54.9% | +16.0% |
| 6M | +13.1% | -62.0% | +75.1% | +14.4% |
| YTD | +7.5% | -7.8% | +15.3% | +6.2% |
| 1Y | +18.3% | +26.7% | -8.3% | +15.8% |
| 3Y | +65.9% | +825.4% | -759.5% | +51.2% |
| All | +35.5% | +396.4% | -360.9% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling