+16.1%
ICE vs IAG
-8.3%
+24.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | +3.6% | -7.7% | +11.3% | +3.5% |
| 30D | +15.1% | +1.6% | +13.5% | +14.9% |
| 3M | +15.4% | -2.4% | +17.8% | +15.4% |
| 6M | +16.1% | -7.8% | +24.0% | +16.9% |
| All | +16.1% | -8.3% | +24.4% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling