+20.6%
ICE vs IAG
+56.5%
-35.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.2% | -7.9% | +2.4% |
| 7D | +12.2% | +1.1% | +11.1% | +12.1% |
| 30D | +15.0% | -5.3% | +20.2% | +14.9% |
| 3M | +17.6% | +18.0% | -0.4% | +17.8% |
| 6M | +12.6% | +7.1% | +5.5% | +13.1% |
| YTD | +9.1% | +5.9% | +3.2% | +9.0% |
| 1Y | +20.6% | +59.4% | -38.8% | +15.6% |
| All | +20.6% | +56.5% | -35.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling