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Financial Instruments Energy Narrative (Details) (USD $) In Millions, unless otherwise specified | 3 Months Ended |  |  |
--- | --- | --- | --- | ---
Mar. 31, 2015 | Mar. 31, 2014 | Dec. 31, 2014 | Jul. 02, 2012 | Jun. 30, 2011
Interest rate swap contracts |  |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |  |
Notional value of interest rate swap agreements | $ 16,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |  | $ 16,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |  |
Notional Exposure of Derivatives, Short Position, less than three months | 74 iep_NotionalExposureofDerivativesShortPositionlessthanthreemonths / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |  | 74 iep_NotionalExposureofDerivativesShortPositionlessthanthreemonths / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |  |
Short Notional Exposure | 137 iep_NotionalExposureOfDerivativesShortPosition / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember | [1] |  | 137 iep_NotionalExposureOfDerivativesShortPosition / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember | [1] |  |
Commodity contracts |  |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |  |
Short Notional Exposure | 749 iep_NotionalExposureOfDerivativesShortPosition / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember |  |  | 234 iep_NotionalExposureOfDerivativesShortPosition / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember |  |  |
Swap [Member] | Energy Segment [Member] | Commodity contracts | Not Designated as Hedging Instrument [Member] |  |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |  |
Barrels of crack spreads hedging margin on future gasoline and distillate production | 15,000,000 invest_DerivativeNonmonetaryNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  |  | 9,100,000 invest_DerivativeNonmonetaryNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  |  |
Swap [Member] | Energy Segment [Member] | Commodity contracts | Not Designated as Hedging Instrument [Member] | Accrued expenses and other liabilities [Member] |  |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |  |
Derivative Asset, Fair Value, Amount Not Offset Against Collateral | 2 us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral / us-gaap_BalanceSheetLocationAxis = iep_AccruedExpensesAndOtherLiabilitiesMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  |  | 47 us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral / us-gaap_BalanceSheetLocationAxis = iep_AccruedExpensesAndOtherLiabilitiesMember / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  |  |
Other income (loss), net [Member] | Swap [Member] | Energy Segment [Member] | Commodity contracts | Not Designated as Hedging Instrument [Member] |  |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |  |
Realized loss on commodity derivatives | 50 us-gaap_GainLossOnSaleOfCommodityContracts / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember / us-gaap_IncomeStatementLocationAxis = iep_OtherIncomeLossNotSpecifiedMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  | 110 us-gaap_GainLossOnSaleOfCommodityContracts / us-gaap_DerivativeByNatureAxis = us-gaap_SwapMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_CommodityContractMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember / us-gaap_IncomeStatementLocationAxis = iep_OtherIncomeLossNotSpecifiedMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  |  |  |
Cash Flow Hedging [Member] | Energy Segment [Member] | Interest rate swap contracts | Designated as Hedging Instrument [Member] |  |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |  |
Notional value of interest rate swap agreements | 63 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  |  |  |  |  |
Lower fixed interest rate paid on interest rate swaps |  |  |  |  |  | 1.975%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember | 1.94%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember
Frequency of interest rate swap settlements | 90 days |  |  |  |  |  |
Average fixed interest rate paid on interest rate swaps | 1.96%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  |  |  |  |  |
Realized loss on interest rate swaps reclassified from AOCI into interest expense | 1 us-gaap_DerivativeGainLossOnDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  | (1)us-gaap_DerivativeGainLossOnDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  |  |  |
Debt Facility [Member] | Term Loan [Member] | Energy Segment [Member] |  |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |  |
Balance of debt partially hedged | $ 125 us-gaap_DerivativeAmountOfHedgedItem / us-gaap_CreditFacilityAxis = iep_TermLoanMember / us-gaap_LongtermDebtTypeAxis = iep_DebtFacilityMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  |  |  |  |  |
Effective interest rate on debt hedged | 4.60%us-gaap_DebtInstrumentInterestRateEffectivePercentage / us-gaap_CreditFacilityAxis = iep_TermLoanMember / us-gaap_LongtermDebtTypeAxis = iep_DebtFacilityMember / us-gaap_StatementBusinessSegmentsAxis = iep_EnergySegmentMember |  |  |  |  |  |
[1] | The short notional amount on certain of our interest rate contracts with a three month duration is approximately $16.0 billion as of both March 31, 2015 and December 31, 2014. We assume that interest rates will not fall below zero and therefore our downside short notional exposure to loss on these contracts is $74 million (of the total $137 million disclosed in the above table) as of both March 31, 2015 and December 31, 2014.

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- Definition Interest Rate Cash Flow Hedge Derivative, Settlement Frequency + References No definition available. + Details
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- Definition Aggregate notional amount of derivative expressed in nonmonetary units. For example, the number of barrels specified in a fuel oil forward purchase contract. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Effective interest rate for the funds borrowed under the debt agreement considering interest compounding and original issue discount or premium. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 835 -SubTopic 30 -Section 45 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=6451184&loc=d3e28551-108399 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 22 -Article 5 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02.22(a)(1)) -URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682 + Details
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- Definition Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=34720828&loc=SL20225862-175312 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=36459792&loc=SL20226008-175313 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 9 -URI http://asc.fasb.org/extlink&oid=36459792&loc=SL20226006-175313 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=35706170&loc=d3e41678-113959 + Details
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