+43.9%
ICE vs IAG
+461.2%
-417.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.5% |
| 7D | +3.2% | +3.4% | -0.2% | +3.0% |
| 30D | +14.7% | -2.7% | +17.4% | +14.7% |
| 3M | +19.8% | -0.5% | +20.3% | +19.5% |
| 6M | +15.2% | -4.8% | +20.1% | +14.9% |
| YTD | +12.7% | +9.6% | +3.1% | +10.1% |
| 1Y | +20.4% | +32.2% | -11.8% | +15.7% |
| 3Y | +70.8% | +692.5% | -621.8% | +34.2% |
| 5Y | +43.9% | +447.6% | -403.6% | +15.8% |
| All | +43.9% | +461.2% | -417.2% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling