+36.6%
ICE vs IP
-12.5%
+49.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | 0.0% |
| 7D | +6.7% | -5.0% | +11.7% | +7.4% |
| 30D | +13.4% | +6.5% | +6.8% | +12.5% |
| 3M | +16.5% | -18.0% | +34.5% | +19.1% |
| 6M | +12.8% | +10.3% | +2.5% | +11.1% |
| YTD | +8.5% | -9.9% | +18.4% | +8.9% |
| 1Y | +20.6% | -1.1% | +21.6% | +19.1% |
| 3Y | +67.4% | +13.0% | +54.4% | +52.6% |
| 5Y | +36.6% | -12.3% | +48.8% | +29.5% |
| All | +36.6% | -12.5% | +49.0% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling