+2,316.3%
ICE vs IAG
+227.6%
+2,088.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | +7.6% | +28.9% | -21.3% | +5.4% |
| 3M | +13.9% | +19.1% | -5.2% | +12.0% |
| 6M | -2.4% | -10.3% | +7.9% | -2.3% |
| YTD | +0.3% | +24.2% | -23.9% | -2.7% |
| 1Y | -6.4% | +116.5% | -122.9% | -13.5% |
| 3Y | +43.1% | +742.8% | -699.7% | +15.6% |
| 5Y | +42.1% | +753.3% | -711.2% | +11.4% |
| 10Y | +220.9% | +403.2% | -182.3% | +145.0% |
| All | +2,316.3% | +227.6% | +2,088.6% | +1,203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling