+2,529.6%
ICE vs IP
+175.1%
+2,354.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.8% |
| 7D | +12.2% | +3.4% | +8.8% | +10.8% |
| 30D | +15.0% | +11.2% | +3.7% | +10.5% |
| 3M | +17.6% | -14.8% | +32.4% | +24.1% |
| 6M | +12.6% | +17.3% | -4.7% | +4.1% |
| YTD | +9.1% | -6.2% | +15.3% | +7.3% |
| 1Y | +20.6% | +2.3% | +18.3% | +14.4% |
| 3Y | +68.3% | +17.7% | +50.6% | +40.6% |
| 5Y | +36.8% | -8.4% | +45.3% | +23.8% |
| 10Y | +272.4% | +32.1% | +240.3% | +160.1% |
| All | +2,529.6% | +175.1% | +2,354.6% | +1,153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling