+2,614.9%
ICE vs IAG
+189.1%
+2,425.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.6% |
| 7D | +3.2% | +3.4% | -0.2% | +2.9% |
| 30D | +14.7% | -2.7% | +17.4% | +14.7% |
| 3M | +19.8% | -0.5% | +20.3% | +19.4% |
| 6M | +15.2% | -4.8% | +20.1% | +14.8% |
| YTD | +12.7% | +9.6% | +3.1% | +10.0% |
| 1Y | +20.4% | +32.2% | -11.8% | +15.7% |
| 3Y | +70.8% | +692.5% | -621.8% | +38.3% |
| 5Y | +43.9% | +447.6% | -403.6% | +16.6% |
| 10Y | +264.8% | +403.3% | -138.6% | +178.6% |
| All | +2,614.9% | +189.1% | +2,425.8% | +1,374.3% |
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