+40.0%
ICE vs HIG
+118.8%
-78.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -5.3% | -2.3% | -3.0% | -4.5% |
| 30D | +3.0% | -1.2% | +4.2% | +3.5% |
| 3M | +11.4% | +6.3% | +5.1% | +8.9% |
| 6M | -2.0% | +0.6% | -2.6% | -2.5% |
| YTD | -3.1% | +0.6% | -3.7% | -3.8% |
| 1Y | -8.4% | +6.1% | -14.5% | -10.8% |
| 3Y | +40.7% | +102.0% | -61.2% | +8.0% |
| 5Y | +40.0% | +119.2% | -79.3% | +1.6% |
| All | +40.0% | +118.8% | -78.8% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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