+495.7%
ICE vs ALM
+3,525.2%
-3,029.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +3.2% | -7.2% | +10.4% | +3.3% |
| 30D | +14.7% | -26.4% | +41.1% | +14.8% |
| 3M | +19.8% | -38.6% | +58.4% | +20.0% |
| 6M | +15.2% | -61.0% | +76.2% | +15.5% |
| YTD | +12.7% | -7.4% | +20.0% | +12.5% |
| 1Y | +20.4% | +14.0% | +6.4% | +20.1% |
| 3Y | +70.8% | +844.4% | -773.7% | +68.6% |
| 5Y | +43.9% | +410.8% | -366.9% | +42.2% |
| 10Y | +264.8% | +2,084.7% | -1,820.0% | +257.4% |
| All | +495.7% | +3,525.2% | -3,029.5% | +469.5% |
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 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