+264.9%
ICE vs IP
+20.8%
+244.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.1% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +15.1% | +7.9% | +7.2% | +13.2% |
| 3M | +15.4% | -15.3% | +30.7% | +19.2% |
| 6M | +16.1% | +10.5% | +5.6% | +12.7% |
| YTD | +11.4% | -9.4% | +20.7% | +11.4% |
| 1Y | +18.5% | -4.6% | +23.1% | +17.0% |
| 3Y | +70.5% | +21.2% | +49.3% | +49.5% |
| 5Y | +40.9% | -13.3% | +54.2% | +34.6% |
| All | +264.9% | +20.8% | +244.0% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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