+2,316.3%
ICE vs IP
+187.3%
+2,128.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.8% |
| 7D | -0.7% | -5.3% | +4.6% | +1.3% |
| 30D | +7.6% | -10.9% | +18.5% | +12.0% |
| 3M | +13.9% | +11.2% | +2.8% | +8.2% |
| 6M | -2.4% | -10.2% | +7.9% | -1.1% |
| YTD | +0.3% | -2.0% | +2.2% | -2.7% |
| 1Y | -6.4% | -19.1% | +12.7% | -2.9% |
| 3Y | +43.1% | +20.9% | +22.3% | +18.6% |
| 5Y | +42.1% | -17.8% | +59.9% | +35.0% |
| 10Y | +220.9% | +23.5% | +197.4% | +132.4% |
| All | +2,316.3% | +187.3% | +2,128.9% | +1,036.9% |
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