+210.5%
ICE vs IAG
+423.2%
-212.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.3% |
| 7D | -5.3% | -4.1% | -1.3% | -5.2% |
| 30D | +3.0% | +10.6% | -7.6% | +2.5% |
| 3M | +11.4% | +35.4% | -23.9% | +9.7% |
| 6M | -2.0% | -9.5% | +7.5% | -2.0% |
| YTD | -3.1% | +21.8% | -25.0% | -4.8% |
| 1Y | -8.4% | +84.1% | -92.5% | -12.1% |
| 3Y | +40.7% | +817.4% | -776.6% | +22.3% |
| 5Y | +40.0% | +830.1% | -790.1% | +19.4% |
| All | +210.5% | +423.2% | -212.7% | +166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling