+65.9%
ICE vs IP
+13.9%
+52.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | +2.0% | -5.1% | +7.1% | +2.3% |
| 30D | +12.9% | +8.5% | +4.4% | +12.4% |
| 3M | +15.4% | -13.8% | +29.3% | +16.2% |
| 6M | +13.1% | +5.7% | +7.4% | +12.8% |
| YTD | +7.5% | -9.1% | +16.6% | +7.7% |
| 1Y | +18.3% | -0.8% | +19.2% | +17.7% |
| 3Y | +65.9% | +14.8% | +51.1% | +62.0% |
| All | +65.9% | +13.9% | +52.0% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling