+474.1%
ICE vs ALM
+3,798.4%
-3,324.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.0% | +1.0% |
| 7D | +1.0% | +0.7% | +0.3% | +1.0% |
| 30D | +11.4% | -26.1% | +37.5% | +11.5% |
| 3M | +16.2% | -38.1% | +54.3% | +16.3% |
| 6M | +12.5% | -55.4% | +67.9% | +12.7% |
| YTD | +8.6% | -0.4% | +9.0% | +8.4% |
| 1Y | +18.4% | +25.4% | -7.0% | +18.0% |
| 3Y | +66.4% | +907.8% | -841.3% | +64.3% |
| 5Y | +37.2% | +440.2% | -403.0% | +35.5% |
| 10Y | +244.8% | +2,031.1% | -1,786.3% | +237.9% |
| All | +474.1% | +3,798.4% | -3,324.3% | +448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling