+19.5%
ICE vs IP
-3.2%
+22.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.4% |
| 7D | +3.2% | 0.0% | +3.1% | +3.2% |
| 30D | +12.9% | +9.4% | +3.5% | +12.6% |
| 3M | +17.5% | -14.1% | +31.6% | +17.7% |
| 6M | +14.0% | +9.2% | +4.8% | +14.6% |
| YTD | +10.0% | -7.5% | +17.6% | +9.0% |
| 1Y | +19.5% | -2.8% | +22.3% | +16.4% |
| All | +19.5% | -3.2% | +22.8% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling